+313.1%
EW vs FTAI
+2,582.9%
-2,269.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +1.0% | -12.1% | +13.1% | +2.8% |
| 3M | +2.8% | -21.3% | +24.1% | +5.7% |
| 6M | +5.5% | -30.2% | +35.7% | +9.4% |
| YTD | +5.5% | +0.3% | +5.2% | +2.7% |
| 1Y | +11.0% | +27.2% | -16.1% | +3.0% |
| 3Y | +17.7% | +443.9% | -426.2% | -23.1% |
| 5Y | -25.7% | +853.5% | -879.3% | -57.9% |
| 10Y | +132.8% | +3,169.1% | -3,036.3% | +3.5% |
| All | +313.1% | +2,582.9% | -2,269.7% | +92.0% |
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