+168.8%
XLV vs FTAI
+2,443.2%
-2,274.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.5% |
| 7D | -3.6% | -5.2% | +1.7% | -3.1% |
| 30D | -1.8% | -17.9% | +16.1% | -0.2% |
| 3M | +7.8% | -22.7% | +30.5% | +9.8% |
| 6M | +9.1% | -28.0% | +37.1% | +11.2% |
| YTD | +7.7% | -5.0% | +12.7% | +6.5% |
| 1Y | +20.4% | +10.4% | +10.0% | +16.8% |
| 3Y | +30.8% | +425.2% | -394.5% | +0.9% |
| 5Y | +34.6% | +890.3% | -855.7% | -6.0% |
| 10Y | +173.4% | +3,106.5% | -2,933.2% | +66.2% |
| All | +168.8% | +2,443.2% | -2,274.4% | +66.2% |
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