+2,588.5%
FTAI vs EL
+33.7%
+2,554.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | +3.9% | +1.7% | +2.2% | +3.3% |
| 30D | -8.8% | +15.5% | -24.3% | -13.6% |
| 3M | -14.5% | +20.6% | -35.0% | -20.3% |
| 6M | -24.0% | +10.5% | -34.5% | -27.7% |
| YTD | +0.5% | -1.9% | +2.4% | -1.6% |
| 1Y | +19.1% | +16.1% | +3.0% | +9.2% |
| 3Y | +460.7% | -30.2% | +491.0% | +467.4% |
| 5Y | +947.3% | -67.4% | +1,014.7% | +1,322.3% |
| 10Y | +3,244.4% | +31.2% | +3,213.2% | +2,924.4% |
| All | +2,588.5% | +33.7% | +2,554.8% | +2,406.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling