+3,120.2%
FTAI vs ELF
+303.8%
+2,816.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.0% |
| 7D | -5.2% | -11.6% | +6.4% | -2.5% |
| 30D | -17.9% | +4.6% | -22.5% | -18.9% |
| 3M | -22.7% | +59.7% | -82.4% | -31.2% |
| 6M | -28.0% | +21.2% | -49.2% | -32.1% |
| YTD | -5.0% | +27.4% | -32.4% | -12.0% |
| 1Y | +10.4% | -29.8% | +40.2% | +13.8% |
| 3Y | +425.2% | -28.5% | +453.7% | +397.2% |
| 5Y | +890.3% | +220.0% | +670.3% | +521.3% |
| All | +3,120.2% | +303.8% | +2,816.4% | +1,586.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling