+425.2%
FTAI vs EFV
+90.2%
+335.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +1.7% |
| 7D | -5.2% | -0.8% | -4.4% | -4.0% |
| 30D | -17.9% | +0.6% | -18.5% | -18.5% |
| 3M | -22.7% | +7.5% | -30.3% | -30.5% |
| 6M | -28.0% | +13.0% | -41.0% | -38.3% |
| YTD | -5.0% | +18.3% | -23.3% | -23.1% |
| 1Y | +10.4% | +26.7% | -16.3% | -18.0% |
| 3Y | +425.2% | +89.6% | +335.7% | +148.0% |
| All | +425.2% | +90.2% | +335.0% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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