+899.8%
FTAI vs BROS
+38.3%
+861.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -5.4% |
| 7D | -0.2% | -6.6% | +6.4% | +1.1% |
| 30D | -13.6% | -12.3% | -1.3% | -11.5% |
| 3M | -20.6% | -22.2% | +1.6% | -17.3% |
| 6M | -32.6% | -14.3% | -18.3% | -31.2% |
| YTD | -5.4% | -26.6% | +21.2% | -0.9% |
| 1Y | +12.9% | -31.5% | +44.4% | +19.0% |
| 3Y | +428.1% | +62.3% | +365.9% | +364.5% |
| All | +899.8% | +38.3% | +861.4% | +793.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded BROS 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling