+11.4%
FPS vs FTAI
-27.1%
+38.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.9% |
| 7D | +10.4% | +3.9% | +6.5% | +7.8% |
| 30D | -16.5% | -8.8% | -7.7% | -12.4% |
| 3M | -45.5% | -14.5% | -31.1% | -40.4% |
| 6M | +2.1% | -24.0% | +26.1% | +19.2% |
| All | +11.4% | -27.1% | +38.5% | +29.3% |
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 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