+149.3%
XLP vs FTAI
+2,476.2%
-2,326.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.4% |
| 7D | +2.3% | -6.1% | +8.4% | +2.5% |
| 30D | +9.1% | +10.9% | -1.8% | +8.3% |
| 3M | +7.9% | -12.1% | +20.0% | +8.1% |
| 6M | +9.6% | -30.0% | +39.6% | +10.9% |
| YTD | +19.4% | -3.7% | +23.2% | +18.1% |
| 1Y | +22.4% | +14.8% | +7.6% | +19.5% |
| 3Y | +43.2% | +376.0% | -332.8% | +21.2% |
| 5Y | +42.6% | +886.6% | -844.0% | +11.8% |
| 10Y | +135.4% | +2,741.2% | -2,605.8% | +72.7% |
| All | +149.3% | +2,476.2% | -2,326.9% | +83.0% |
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