+2,432.1%
FTAI vs EFV
+127.5%
+2,304.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -4.8% |
| 7D | -0.2% | -0.5% | +0.3% | +0.5% |
| 30D | -13.6% | 0.0% | -13.7% | -13.5% |
| 3M | -20.6% | +8.4% | -29.0% | -27.0% |
| 6M | -32.6% | +12.3% | -44.9% | -39.4% |
| YTD | -5.4% | +17.4% | -22.8% | -18.7% |
| 1Y | +12.9% | +27.1% | -14.2% | -10.6% |
| 3Y | +428.1% | +90.7% | +337.4% | +179.1% |
| 5Y | +863.0% | +95.6% | +767.4% | +402.3% |
| 10Y | +3,092.6% | +165.3% | +2,927.3% | +1,202.7% |
| All | +2,432.1% | +127.5% | +2,304.6% | +941.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling