+771.3%
FTAI vs BTDR
+19.6%
+751.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.4% | +3.0% |
| 7D | -5.2% | -3.4% | -1.8% | -4.9% |
| 30D | -17.9% | +32.6% | -50.5% | -20.2% |
| 3M | -22.7% | -32.2% | +9.5% | -20.7% |
| 6M | -28.0% | +52.4% | -80.4% | -30.8% |
| YTD | -5.0% | +6.7% | -11.6% | -6.9% |
| 1Y | +10.4% | -15.2% | +25.6% | +8.9% |
| 3Y | +425.2% | +14.9% | +410.3% | +373.5% |
| 5Y | +890.3% | +20.8% | +869.6% | +746.0% |
| All | +771.3% | +19.6% | +751.7% | +643.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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