+119.2%
EFA vs FTAI
+2,432.1%
-2,312.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.7% | -0.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.3% | -13.6% | +12.3% | +0.5% |
| 3M | +5.2% | -20.6% | +25.8% | +7.9% |
| 6M | +9.4% | -32.6% | +41.9% | +13.9% |
| YTD | +12.7% | -5.4% | +18.1% | +11.7% |
| 1Y | +19.3% | +12.9% | +6.4% | +14.6% |
| 3Y | +66.3% | +428.1% | -361.8% | +15.5% |
| 5Y | +53.4% | +863.0% | -809.7% | -6.6% |
| 10Y | +144.4% | +3,092.6% | -2,948.1% | +22.2% |
| All | +119.2% | +2,432.1% | -2,312.9% | +9.1% |
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 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