+266.7%
XLI vs FTAI
+2,432.1%
-2,165.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -6.9% | -13.6% | +6.7% | -4.7% |
| 3M | -1.9% | -20.6% | +18.6% | +1.4% |
| 6M | +1.0% | -32.6% | +33.6% | +6.4% |
| YTD | +11.3% | -5.4% | +16.7% | +10.1% |
| 1Y | +15.8% | +12.9% | +2.9% | +10.2% |
| 3Y | +69.8% | +428.1% | -358.3% | +7.9% |
| 5Y | +80.9% | +863.0% | -782.1% | -2.5% |
| 10Y | +257.2% | +3,092.6% | -2,835.4% | +51.1% |
| All | +266.7% | +2,432.1% | -2,165.4% | +56.2% |
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