+858.6%
FTAI vs ED
+66.8%
+791.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -9.7% | -1.9% | -7.8% | -9.7% |
| 30D | -20.0% | +0.1% | -20.1% | -20.0% |
| 3M | -20.1% | 0.0% | -20.1% | -20.1% |
| 6M | -33.3% | -2.5% | -30.8% | -33.3% |
| YTD | -8.0% | +10.1% | -18.1% | -9.0% |
| 1Y | +8.0% | +13.6% | -5.6% | +6.2% |
| 3Y | +413.4% | +32.4% | +381.0% | +369.8% |
| 5Y | +858.6% | +69.9% | +788.7% | +752.1% |
| All | +858.6% | +66.8% | +791.8% | +752.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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