+146.7%
XLP vs FTAI
+2,364.0%
-2,217.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.0% | -12.3% | -1.8% |
| 7D | +0.7% | -3.7% | +4.5% | +0.8% |
| 30D | +10.3% | +3.1% | +7.1% | +9.8% |
| 3M | +6.5% | -18.3% | +24.9% | +7.3% |
| 6M | +8.4% | -36.6% | +45.0% | +10.3% |
| YTD | +18.2% | -7.9% | +26.1% | +17.1% |
| 1Y | +22.4% | +12.0% | +10.4% | +19.7% |
| 3Y | +41.9% | +361.5% | -319.6% | +20.2% |
| 5Y | +40.9% | +819.9% | -779.0% | +10.9% |
| 10Y | +128.4% | +2,737.4% | -2,609.1% | +67.7% |
| All | +146.7% | +2,364.0% | -2,217.4% | +81.5% |
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