+856.3%
FTAI vs BURL
-10.8%
+867.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.4% |
| 7D | +0.2% | -1.6% | +1.8% | +0.8% |
| 30D | +10.7% | -7.7% | +18.4% | +13.2% |
| 3M | -16.4% | -31.7% | +15.2% | -6.8% |
| 6M | -32.2% | -15.2% | -17.1% | -29.8% |
| YTD | -7.7% | -15.9% | +8.2% | -3.9% |
| 1Y | +18.7% | -14.2% | +32.9% | +22.1% |
| 3Y | +354.3% | +93.5% | +260.8% | +277.4% |
| All | +856.3% | -10.8% | +867.1% | +832.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling