+78.5%
EWZ vs FTAI
+2,582.9%
-2,504.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +4.8% | -12.1% | +16.9% | +7.0% |
| 3M | +9.9% | -21.3% | +31.2% | +13.8% |
| 6M | +1.9% | -30.2% | +32.2% | +6.7% |
| YTD | +20.3% | +0.3% | +20.0% | +17.4% |
| 1Y | +35.6% | +27.2% | +8.5% | +25.5% |
| 3Y | +43.4% | +443.9% | -400.4% | -14.4% |
| 5Y | +55.9% | +853.5% | -797.6% | -22.3% |
| 10Y | +84.2% | +3,169.1% | -3,084.9% | -33.6% |
| All | +78.5% | +2,582.9% | -2,504.4% | -35.7% |
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