+488.5%
EWT vs FTAI
+2,432.1%
-1,943.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +1.1% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +9.4% | -13.6% | +23.0% | +11.6% |
| 3M | +10.9% | -20.6% | +31.4% | +14.3% |
| 6M | +57.9% | -32.6% | +90.5% | +65.5% |
| YTD | +75.9% | -5.4% | +81.3% | +75.5% |
| 1Y | +89.7% | +12.9% | +76.8% | +83.9% |
| 3Y | +200.9% | +428.1% | -227.2% | +118.2% |
| 5Y | +154.5% | +863.0% | -708.5% | +64.3% |
| 10Y | +520.8% | +3,092.6% | -2,571.8% | +233.6% |
| All | +488.5% | +2,432.1% | -1,943.6% | +224.0% |
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