+53.0%
EWZ vs FTAI
+2,518.4%
-2,465.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | +0.6% | +6.7% | -6.1% | -0.8% |
| 30D | -25.5% | +15.7% | -41.2% | -28.1% |
| 3M | -4.5% | -14.9% | +10.4% | -3.1% |
| 6M | -15.3% | -31.4% | +16.1% | -11.3% |
| YTD | +3.1% | -2.1% | +5.2% | -0.2% |
| 1Y | +1.2% | +23.6% | -22.4% | -6.5% |
| 3Y | +19.3% | +383.8% | -364.5% | -27.6% |
| 5Y | +52.3% | +913.3% | -861.0% | -26.3% |
| 10Y | +67.0% | +2,831.2% | -2,764.2% | -39.3% |
| All | +53.0% | +2,518.4% | -2,465.4% | -45.4% |
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