-39.3%
FICO vs FTAI
+27.3%
-66.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -15.4% | +3.9% | -19.3% | -15.3% |
| 30D | -10.4% | -8.8% | -1.5% | -10.9% |
| 3M | -22.7% | -14.5% | -8.2% | -23.2% |
| 6M | -36.8% | -24.0% | -12.7% | -37.1% |
| YTD | -44.8% | +0.5% | -45.3% | -45.5% |
| 1Y | -39.3% | +19.1% | -58.4% | -40.1% |
| All | -39.3% | +27.3% | -66.6% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling