-29.4%
EW vs FTAI
+929.6%
-959.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | +0.1% |
| 7D | -5.1% | -0.2% | -4.9% | -5.2% |
| 30D | -6.4% | -13.6% | +7.3% | -4.8% |
| 3M | -1.6% | -20.6% | +19.0% | +0.6% |
| 6M | +2.3% | -32.6% | +34.9% | +5.8% |
| YTD | +1.1% | -5.4% | +6.5% | -0.5% |
| 1Y | +8.0% | +12.9% | -4.9% | +2.9% |
| 3Y | +16.3% | +428.1% | -411.8% | -24.5% |
| 5Y | -29.4% | +863.0% | -892.4% | -62.5% |
| All | -29.4% | +929.6% | -959.0% | -62.5% |
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 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