+16.5%
FTAI vs EIX
+18.9%
-2.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.1% | -13.7% | -10.7% |
| 7D | +7.4% | +4.5% | +2.9% | +7.1% |
| 30D | +9.0% | +15.2% | -6.2% | +8.0% |
| 3M | -18.9% | -11.6% | -7.3% | -19.5% |
| 6M | -24.9% | -8.4% | -16.5% | -26.8% |
| YTD | -8.3% | +8.2% | -16.5% | -7.0% |
| 1Y | +16.5% | +16.6% | -0.1% | +17.6% |
| All | +16.5% | +18.9% | -2.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling