+291.1%
EWY vs FTAI
+2,432.1%
-2,141.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +1.6% |
| 7D | +6.7% | -0.2% | +6.9% | +6.6% |
| 30D | +17.0% | -13.6% | +30.6% | +20.1% |
| 3M | +3.7% | -20.6% | +24.2% | +8.3% |
| 6M | +42.5% | -32.6% | +75.1% | +52.8% |
| YTD | +96.2% | -5.4% | +101.6% | +98.8% |
| 1Y | +160.4% | +12.9% | +147.5% | +154.7% |
| 3Y | +231.7% | +428.1% | -196.4% | +125.6% |
| 5Y | +153.3% | +863.0% | -709.7% | +48.8% |
| 10Y | +308.8% | +3,092.6% | -2,783.7% | +91.8% |
| All | +291.1% | +2,432.1% | -2,141.0% | +82.1% |
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