+612.2%
FCX vs FTAI
+3,098.4%
-2,486.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.2% |
| 7D | -2.3% | -5.2% | +2.9% | -0.7% |
| 30D | +2.7% | -17.9% | +20.6% | +8.6% |
| 3M | +7.4% | -22.7% | +30.1% | +14.9% |
| 6M | +16.0% | -28.0% | +44.0% | +25.4% |
| YTD | +40.9% | -5.0% | +45.9% | +39.8% |
| 1Y | +56.4% | +10.4% | +46.0% | +47.2% |
| 3Y | +84.2% | +425.2% | -341.0% | -15.7% |
| 5Y | +114.6% | +890.3% | -775.7% | -27.4% |
| All | +612.2% | +3,098.4% | -2,486.2% | +66.3% |
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