+858.6%
FTAI vs ECL
+26.5%
+832.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | -9.7% | -2.6% | -7.0% | -8.1% |
| 30D | -20.0% | -4.6% | -15.4% | -17.7% |
| 3M | -20.1% | +6.0% | -26.0% | -23.2% |
| 6M | -33.3% | -3.0% | -30.3% | -32.2% |
| YTD | -8.0% | +4.0% | -12.0% | -10.3% |
| 1Y | +8.0% | +2.0% | +5.9% | +6.0% |
| 3Y | +413.4% | +53.9% | +359.5% | +299.6% |
| 5Y | +858.6% | +27.1% | +831.4% | +646.4% |
| All | +858.6% | +26.5% | +832.1% | +646.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling