+381.7%
FTAI vs BURL
+97.8%
+283.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +6.7% | -0.8% | +7.5% | +7.1% |
| 30D | +15.7% | -4.4% | +20.2% | +17.4% |
| 3M | -14.9% | -28.6% | +13.7% | -4.5% |
| 6M | -31.4% | -12.3% | -19.1% | -29.7% |
| YTD | -2.1% | -11.3% | +9.1% | +0.3% |
| 1Y | +23.6% | -10.4% | +34.1% | +25.3% |
| All | +381.7% | +97.8% | +283.9% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling