+22.0%
BND vs FTAI
+2,432.1%
-2,410.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | -0.2% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -0.2% | -13.6% | +13.4% | -0.1% |
| 3M | -0.7% | -20.6% | +19.9% | -0.5% |
| 6M | -1.7% | -32.6% | +30.9% | -1.5% |
| YTD | -0.5% | -5.4% | +4.8% | -0.6% |
| 1Y | +0.4% | +12.9% | -12.5% | +0.2% |
| 3Y | +13.1% | +428.1% | -415.0% | +10.7% |
| 5Y | -2.1% | +863.0% | -865.1% | -5.0% |
| 10Y | +15.7% | +3,092.6% | -3,076.9% | +11.3% |
| All | +22.0% | +2,432.1% | -2,410.1% | +16.7% |
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