+54.2%
EWZ vs FTAI
+848.5%
-794.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.5% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | -24.4% | +10.7% | -35.0% | -25.7% |
| 3M | -4.6% | -16.4% | +11.8% | -3.3% |
| 6M | -11.6% | -32.2% | +20.6% | -8.6% |
| YTD | +2.4% | -7.7% | +10.1% | +1.4% |
| 1Y | +2.1% | +18.7% | -16.7% | -1.7% |
| 3Y | +18.7% | +354.3% | -335.6% | -15.4% |
| All | +54.2% | +848.5% | -794.3% | -8.8% |
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