+792.6%
DE vs FTAI
+2,361.6%
-1,568.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.6% |
| 7D | -2.4% | -9.7% | +7.3% | -0.8% |
| 30D | +9.7% | -20.0% | +29.7% | +13.4% |
| 3M | +21.4% | -20.1% | +41.4% | +25.0% |
| 6M | +15.0% | -33.3% | +48.3% | +20.9% |
| YTD | +46.4% | -8.0% | +54.4% | +45.3% |
| 1Y | +45.6% | +8.0% | +37.7% | +39.4% |
| 3Y | +76.8% | +413.4% | -336.6% | +10.7% |
| 5Y | +99.4% | +858.6% | -759.2% | +4.6% |
| 10Y | +864.6% | +3,003.7% | -2,139.1% | +276.8% |
| All | +792.6% | +2,361.6% | -1,568.9% | +253.5% |
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