+13.4%
EOG vs FTAI
-27.0%
+40.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.8% | +7.0% | +0.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +3.4% | -13.6% | +17.0% | +1.2% |
| 3M | +7.8% | -20.6% | +28.4% | +4.7% |
| 6M | +13.4% | -32.6% | +45.9% | +7.8% |
| All | +13.4% | -27.0% | +40.3% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling