+17.8%
XOP vs FTAI
+2,432.1%
-2,414.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +2.0% |
| 7D | +1.0% | -0.2% | +1.2% | +0.8% |
| 30D | +10.8% | -13.6% | +24.5% | +14.5% |
| 3M | +19.5% | -20.6% | +40.0% | +24.1% |
| 6M | +21.6% | -32.6% | +54.2% | +27.9% |
| YTD | +55.8% | -5.4% | +61.2% | +46.4% |
| 1Y | +54.6% | +12.9% | +41.8% | +35.9% |
| 3Y | +36.6% | +428.1% | -391.5% | -42.0% |
| 5Y | +160.6% | +863.0% | -702.4% | -18.6% |
| 10Y | +56.2% | +3,092.6% | -3,036.3% | -68.6% |
| All | +17.8% | +2,432.1% | -2,414.3% | -78.0% |
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