+215.2%
XLY vs FTAI
+3,098.4%
-2,883.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.3% |
| 7D | -1.7% | -5.2% | +3.5% | -0.8% |
| 30D | -4.2% | -17.9% | +13.7% | -1.1% |
| 3M | -2.7% | -22.7% | +20.1% | +1.0% |
| 6M | -0.6% | -28.0% | +27.4% | +3.3% |
| YTD | -5.0% | -5.0% | -0.1% | -6.5% |
| 1Y | -4.1% | +10.4% | -14.5% | -8.8% |
| 3Y | +33.6% | +425.2% | -391.6% | -16.0% |
| 5Y | +28.7% | +890.3% | -861.6% | -31.6% |
| All | +215.2% | +3,098.4% | -2,883.2% | +37.6% |
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