+111.4%
XRT vs FTAI
+2,582.9%
-2,471.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -4.2% | -12.1% | +7.9% | -2.2% |
| 3M | +5.1% | -21.3% | +26.4% | +8.8% |
| 6M | +2.4% | -30.2% | +32.6% | +7.1% |
| YTD | +3.2% | +0.3% | +2.9% | +0.2% |
| 1Y | +1.5% | +27.2% | -25.6% | -6.8% |
| 3Y | +40.6% | +443.9% | -403.3% | -16.5% |
| 5Y | -1.0% | +853.5% | -854.5% | -50.4% |
| 10Y | +128.4% | +3,169.1% | -3,040.7% | -12.8% |
| All | +111.4% | +2,582.9% | -2,471.4% | -17.2% |
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