+52.7%
EFA vs FTAI
+890.7%
-838.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.6% |
| 7D | -1.5% | -5.2% | +3.7% | -0.9% |
| 30D | -1.7% | -17.9% | +16.3% | +0.6% |
| 3M | +3.5% | -22.7% | +26.2% | +6.3% |
| 6M | +9.5% | -28.0% | +37.5% | +12.6% |
| YTD | +12.9% | -5.0% | +17.8% | +12.0% |
| 1Y | +18.2% | +10.4% | +7.8% | +14.7% |
| 3Y | +64.8% | +425.2% | -360.4% | +9.5% |
| All | +52.7% | +890.7% | -838.0% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling