+248.8%
XLF vs FTAI
+3,098.4%
-2,849.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.1% |
| 7D | -1.5% | -5.2% | +3.7% | -0.6% |
| 30D | -1.2% | -17.9% | +16.8% | +2.0% |
| 3M | +9.2% | -22.7% | +31.9% | +13.2% |
| 6M | +16.3% | -28.0% | +44.3% | +20.5% |
| YTD | +5.4% | -5.0% | +10.4% | +2.9% |
| 1Y | +7.6% | +10.4% | -2.8% | +1.2% |
| 3Y | +74.2% | +425.2% | -351.0% | +1.7% |
| 5Y | +66.1% | +890.3% | -824.2% | -21.0% |
| All | +248.8% | +3,098.4% | -2,849.6% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling