+16.5%
FTAI vs ELF
-3.2%
+19.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.9% | -12.5% | -10.8% |
| 7D | +7.4% | -1.5% | +9.0% | +7.6% |
| 30D | +9.0% | +9.5% | -0.5% | +7.5% |
| 3M | -18.9% | +29.4% | -48.3% | -22.2% |
| 6M | -24.9% | +83.7% | -108.6% | -32.3% |
| YTD | -8.3% | +49.4% | -57.7% | -14.5% |
| 1Y | +16.5% | -3.9% | +20.4% | +10.6% |
| All | +16.5% | -3.2% | +19.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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