+720.3%
FICO vs FTAI
+2,617.7%
-1,897.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.3% | -7.6% | +0.8% |
| 7D | -0.1% | +0.5% | -0.6% | -0.5% |
| 30D | +8.4% | +17.0% | -8.6% | +4.4% |
| 3M | -30.5% | -7.8% | -22.7% | -30.5% |
| 6M | -35.7% | -26.2% | -9.6% | -33.8% |
| YTD | -57.2% | +1.6% | -58.8% | -59.8% |
| 1Y | -58.4% | +22.2% | -80.6% | -62.7% |
| 3Y | -24.8% | +415.7% | -440.5% | -58.1% |
| 5Y | +79.3% | +932.0% | -852.8% | -20.4% |
| 10Y | +531.6% | +3,000.8% | -2,469.1% | +92.9% |
| All | +720.3% | +2,617.7% | -1,897.5% | +148.4% |
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 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