+3,076.9%
FTAI vs DTE
+137.8%
+2,939.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +4.1% |
| 7D | -5.2% | -2.6% | -2.6% | -3.6% |
| 30D | -17.9% | -4.4% | -13.5% | -15.6% |
| 3M | -22.7% | -8.3% | -14.4% | -18.7% |
| 6M | -28.0% | -8.1% | -19.9% | -24.5% |
| YTD | -5.0% | +4.4% | -9.4% | -8.3% |
| 1Y | +10.4% | +0.2% | +10.2% | +9.2% |
| 3Y | +425.2% | +42.6% | +382.6% | +299.7% |
| 5Y | +890.3% | +31.5% | +858.9% | +684.5% |
| All | +3,076.9% | +137.8% | +2,939.1% | +1,705.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling