+883.5%
FTAI vs BURL
-11.0%
+894.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.3% |
| 7D | +0.7% | -2.8% | +3.5% | +1.5% |
| 30D | -12.1% | -28.2% | +16.1% | -3.4% |
| 3M | -21.3% | -17.6% | -3.8% | -17.3% |
| 6M | -30.2% | -11.8% | -18.5% | -28.3% |
| YTD | +0.3% | -8.1% | +8.4% | +1.9% |
| 1Y | +27.2% | -12.0% | +39.1% | +29.6% |
| 3Y | +443.9% | +63.3% | +380.6% | +370.5% |
| All | +883.5% | -11.0% | +894.4% | +827.4% |
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