+148.3%
XLE vs FTAI
+2,582.9%
-2,434.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +11.8% | -12.1% | +23.9% | +14.2% |
| 3M | +9.8% | -21.3% | +31.2% | +13.5% |
| 6M | +15.6% | -30.2% | +45.8% | +19.9% |
| YTD | +45.3% | +0.3% | +45.0% | +37.8% |
| 1Y | +48.3% | +27.2% | +21.1% | +31.6% |
| 3Y | +55.4% | +443.9% | -388.4% | -19.6% |
| 5Y | +216.1% | +853.5% | -637.4% | +29.7% |
| 10Y | +178.4% | +3,169.1% | -2,990.7% | -24.4% |
| All | +148.3% | +2,582.9% | -2,434.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling