+1,622.3%
FTAI vs ELAN
-28.2%
+1,650.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +2.0% | +2.8% |
| 7D | -5.2% | -5.4% | +0.2% | -3.2% |
| 30D | -17.9% | +4.7% | -22.6% | -19.4% |
| 3M | -22.7% | -3.7% | -19.1% | -22.4% |
| 6M | -28.0% | -1.2% | -26.8% | -28.3% |
| YTD | -5.0% | +2.4% | -7.3% | -6.5% |
| 1Y | +10.4% | +23.4% | -13.0% | +0.9% |
| 3Y | +425.2% | +96.7% | +328.5% | +263.1% |
| 5Y | +890.3% | -30.6% | +920.9% | +989.6% |
| All | +1,622.3% | -28.2% | +1,650.4% | +1,331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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