+135.9%
XLU vs FTAI
+3,098.4%
-2,962.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.6% |
| 7D | -1.6% | -5.2% | +3.6% | -1.2% |
| 30D | -3.3% | -17.9% | +14.6% | -2.0% |
| 3M | -3.2% | -22.7% | +19.6% | -1.6% |
| 6M | -7.0% | -28.0% | +21.1% | -5.5% |
| YTD | +0.6% | -5.0% | +5.6% | -0.3% |
| 1Y | +2.4% | +10.4% | -8.0% | 0.0% |
| 3Y | +46.3% | +425.2% | -379.0% | +17.3% |
| 5Y | +44.0% | +890.3% | -846.4% | +5.9% |
| All | +135.9% | +3,098.4% | -2,962.5% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling