+422.9%
FTAI vs ECL
+54.1%
+368.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -4.4% |
| 7D | -0.2% | -2.7% | +2.6% | +1.7% |
| 30D | -13.6% | -4.3% | -9.4% | -11.1% |
| 3M | -20.6% | +3.2% | -23.8% | -22.7% |
| 6M | -32.6% | -2.9% | -29.7% | -31.7% |
| YTD | -5.4% | +4.3% | -9.6% | -8.3% |
| 1Y | +12.9% | +1.6% | +11.2% | +10.6% |
| All | +422.9% | +54.1% | +368.9% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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