+2,588.5%
FTAI vs BBWI
-60.4%
+2,648.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.1% |
| 7D | +3.9% | +1.6% | +2.4% | +3.4% |
| 30D | -8.8% | -6.2% | -2.6% | -7.8% |
| 3M | -14.5% | +4.3% | -18.8% | -16.3% |
| 6M | -24.0% | -7.2% | -16.9% | -23.6% |
| YTD | +0.5% | -3.0% | +3.5% | -0.6% |
| 1Y | +19.1% | -30.8% | +49.9% | +27.4% |
| 3Y | +460.7% | -43.4% | +504.1% | +508.6% |
| 5Y | +947.3% | -66.7% | +1,014.1% | +1,158.2% |
| 10Y | +3,244.4% | -55.7% | +3,300.1% | +2,351.9% |
| All | +2,588.5% | -60.4% | +2,648.9% | +1,882.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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