+858.6%
FTAI vs EL
-69.5%
+928.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.1% |
| 7D | -9.7% | -4.4% | -5.3% | -8.5% |
| 30D | -20.0% | +10.3% | -30.3% | -22.5% |
| 3M | -20.1% | +13.4% | -33.4% | -23.4% |
| 6M | -33.3% | +3.1% | -36.4% | -34.8% |
| YTD | -8.0% | -6.9% | -1.1% | -8.2% |
| 1Y | +8.0% | +11.9% | -4.0% | +1.4% |
| 3Y | +413.4% | -33.8% | +447.2% | +424.1% |
| 5Y | +858.6% | -69.0% | +927.5% | +1,177.1% |
| All | +858.6% | -69.5% | +928.0% | +1,177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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