-29.2%
ETHA vs FTAI
+78.7%
-107.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | +0.3% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | +31.4% | -13.6% | +45.0% | +34.5% |
| 3M | +48.9% | -20.6% | +69.5% | +53.8% |
| 6M | +20.9% | -32.6% | +53.5% | +27.5% |
| YTD | -17.2% | -5.4% | -11.8% | -18.3% |
| 1Y | -42.8% | +12.9% | -55.7% | -45.4% |
| All | -29.2% | +78.7% | -107.9% | -55.5% |
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