+67.7%
FERG vs FTAI
+890.7%
-823.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.1% |
| 7D | -2.6% | -5.2% | +2.6% | -1.7% |
| 30D | -8.9% | -17.9% | +9.0% | -6.0% |
| 3M | -2.0% | -22.7% | +20.7% | +1.6% |
| 6M | -3.2% | -28.0% | +24.8% | +0.7% |
| YTD | +1.5% | -5.0% | +6.5% | +0.6% |
| 1Y | +0.5% | +10.4% | -9.9% | -3.5% |
| 3Y | +50.4% | +425.2% | -374.8% | -12.0% |
| All | +67.7% | +890.7% | -823.0% | -22.4% |
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 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