+27.2%
FTAI vs DTE
+3.0%
+24.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.3% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -12.1% | -2.6% | -9.5% | -11.3% |
| 3M | -21.3% | -3.9% | -17.4% | -21.0% |
| 6M | -30.2% | -7.9% | -22.3% | -28.6% |
| YTD | +0.3% | +7.2% | -6.9% | -0.7% |
| 1Y | +27.2% | +3.1% | +24.1% | +33.5% |
| All | +27.2% | +3.0% | +24.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling