+106.4%
EEM vs FTAI
+2,588.5%
-2,482.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.1% | +3.9% | -0.8% | +2.5% |
| 30D | +4.9% | -8.8% | +13.7% | +6.1% |
| 3M | +5.2% | -14.5% | +19.7% | +7.2% |
| 6M | +20.7% | -24.0% | +44.7% | +24.2% |
| YTD | +26.5% | +0.5% | +26.0% | +24.8% |
| 1Y | +37.8% | +19.1% | +18.7% | +32.2% |
| 3Y | +91.0% | +460.7% | -369.8% | +32.3% |
| 5Y | +47.0% | +947.3% | -900.3% | -11.2% |
| 10Y | +125.6% | +3,244.4% | -3,118.8% | +9.0% |
| All | +106.4% | +2,588.5% | -2,482.1% | 0.0% |
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