+92.6%
EWZ vs FTAI
+3,034.1%
-2,941.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -0.3% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +8.2% | -13.6% | +21.8% | +10.8% |
| 3M | +13.3% | -20.6% | +33.9% | +17.1% |
| 6M | +3.6% | -32.6% | +36.2% | +9.2% |
| YTD | +21.0% | -5.4% | +26.3% | +19.3% |
| 1Y | +34.7% | +12.9% | +21.8% | +27.5% |
| 3Y | +48.3% | +428.1% | -379.8% | -12.4% |
| 5Y | +60.1% | +863.0% | -802.9% | -22.7% |
| 10Y | +92.6% | +3,092.6% | -3,000.0% | -23.6% |
| All | +92.6% | +3,034.1% | -2,941.6% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling