+3,076.9%
FTAI vs BRO
+294.2%
+2,782.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | -5.2% | -7.3% | +2.1% | -2.0% |
| 30D | -17.9% | -6.9% | -11.1% | -15.6% |
| 3M | -22.7% | +10.7% | -33.4% | -27.8% |
| 6M | -28.0% | -2.7% | -25.3% | -29.0% |
| YTD | -5.0% | -16.3% | +11.4% | +0.9% |
| 1Y | +10.4% | -29.1% | +39.5% | +27.5% |
| 3Y | +425.2% | -7.8% | +433.1% | +425.5% |
| 5Y | +890.3% | +18.7% | +871.6% | +748.2% |
| All | +3,076.9% | +294.2% | +2,782.7% | +1,807.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling