+28.1%
XLP vs FTAI
+449.0%
-420.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -0.9% | -12.1% | +11.2% | -0.8% |
| 3M | +3.8% | -21.3% | +25.2% | +4.1% |
| 6M | -1.7% | -30.2% | +28.5% | -1.4% |
| YTD | +10.3% | +0.3% | +10.0% | +9.8% |
| 1Y | +7.8% | +27.2% | -19.4% | +6.8% |
| All | +28.1% | +449.0% | -420.9% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling