+27.2%
FTAI vs ELF
-17.5%
+44.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.9% |
| 7D | +0.7% | +5.4% | -4.7% | -0.1% |
| 30D | -12.1% | +27.0% | -39.1% | -15.3% |
| 3M | -21.3% | +113.2% | -134.5% | -30.5% |
| 6M | -30.2% | +36.6% | -66.8% | -34.7% |
| YTD | +0.3% | +44.2% | -44.0% | -6.0% |
| 1Y | +27.2% | -18.0% | +45.1% | +21.6% |
| All | +27.2% | -17.5% | +44.7% | +21.6% |
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