-28.9%
FICO vs FTAI
+362.7%
-391.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +0.1% | +10.7% | -10.6% | -1.0% |
| 3M | -35.2% | -16.4% | -18.7% | -34.5% |
| 6M | -32.4% | -32.2% | -0.1% | -30.7% |
| YTD | -57.4% | -7.7% | -49.7% | -58.6% |
| 1Y | -58.5% | +18.7% | -77.3% | -61.2% |
| 3Y | -28.9% | +354.3% | -383.2% | -57.6% |
| All | -28.9% | +362.7% | -391.5% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling