+870.0%
XLK vs FTAI
+2,361.6%
-1,491.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.9% |
| 7D | -0.4% | -9.7% | +9.3% | +1.4% |
| 30D | -0.5% | -20.0% | +19.5% | +3.3% |
| 3M | +5.0% | -20.1% | +25.0% | +8.5% |
| 6M | +32.9% | -33.3% | +66.1% | +40.3% |
| YTD | +29.0% | -8.0% | +37.0% | +28.1% |
| 1Y | +37.8% | +8.0% | +29.9% | +32.3% |
| 3Y | +118.7% | +413.4% | -294.7% | +45.7% |
| 5Y | +145.6% | +858.6% | -713.0% | +41.7% |
| 10Y | +791.5% | +3,003.7% | -2,212.2% | +334.8% |
| All | +870.0% | +2,361.6% | -1,491.6% | +375.8% |
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