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  • FTAI vs BR✓SelectedUSD · BRFTAI vs BR performance historyLatest closeAs of-2.79%09/10
Stock and ETF performance explorer

FTAI vs BR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,361.6%
BR return
+299.6%
Excess return
+2,061.9%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBRExcessAlpha
1D-2.8%+0.1%-2.9%-2.8%
7D-9.7%-6.0%-3.7%-7.5%
30D-20.0%-0.9%-19.1%-19.9%
3M-20.1%+16.4%-36.4%-25.9%
6M-33.3%-8.2%-25.1%-31.8%
YTD-8.0%-23.2%+15.2%+1.3%
1Y+8.0%-30.9%+38.9%+25.1%
3Y+413.4%-5.0%+418.4%+413.9%
5Y+858.6%+8.8%+849.8%+785.5%
10Y+3,003.7%+190.1%+2,813.6%+1,954.4%
All+2,361.6%+299.6%+2,061.9%+1,411.6%

Cumulative growth

Daily Returns

Daily percentage return beside BR.

Daily Out/Under-Performance

Portfolio return minus BR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BR 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 BR 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