+2,432.1%
FTAI vs EFX
+90.1%
+2,342.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.8% | -5.2% |
| 7D | -0.2% | -9.4% | +9.2% | +2.7% |
| 30D | -13.6% | -6.9% | -6.8% | -12.1% |
| 3M | -20.6% | +0.1% | -20.7% | -21.8% |
| 6M | -32.6% | -17.3% | -15.3% | -29.6% |
| YTD | -5.4% | -21.8% | +16.5% | -0.3% |
| 1Y | +12.9% | -32.5% | +45.4% | +24.5% |
| 3Y | +428.1% | -12.3% | +440.5% | +414.8% |
| 5Y | +863.0% | -36.6% | +899.6% | +914.8% |
| 10Y | +3,092.6% | +41.0% | +3,051.6% | +2,574.1% |
| All | +2,432.1% | +90.1% | +2,342.0% | +1,912.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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