+249.4%
XLF vs FTAI
+2,432.1%
-2,182.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | +0.6% |
| 7D | -1.0% | -0.2% | -0.8% | -1.1% |
| 30D | -1.3% | -13.6% | +12.3% | +0.9% |
| 3M | +9.1% | -20.6% | +29.7% | +12.4% |
| 6M | +14.4% | -32.6% | +46.9% | +19.7% |
| YTD | +5.1% | -5.4% | +10.4% | +2.8% |
| 1Y | +8.6% | +12.9% | -4.2% | +2.0% |
| 3Y | +74.4% | +428.1% | -353.7% | +5.6% |
| 5Y | +64.4% | +863.0% | -798.7% | -16.8% |
| 10Y | +251.6% | +3,092.6% | -2,841.0% | +35.6% |
| All | +249.4% | +2,432.1% | -2,182.7% | +37.8% |
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