+172.2%
EXC vs FTAI
+2,582.9%
-2,410.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -3.7% | -12.1% | +8.3% | -2.9% |
| 3M | -1.3% | -21.3% | +20.1% | 0.0% |
| 6M | -9.7% | -30.2% | +20.5% | -8.2% |
| YTD | +2.9% | +0.3% | +2.6% | +1.3% |
| 1Y | +4.4% | +27.2% | -22.8% | +0.3% |
| 3Y | +22.2% | +443.9% | -421.7% | -6.4% |
| 5Y | +46.7% | +853.5% | -806.8% | +1.6% |
| 10Y | +155.3% | +3,169.1% | -3,013.7% | +49.1% |
| All | +172.2% | +2,582.9% | -2,410.6% | +53.2% |
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