+10.4%
FTAI vs ELF
-28.2%
+38.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.1% |
| 7D | -5.2% | -11.6% | +6.4% | -3.5% |
| 30D | -17.9% | +4.6% | -22.5% | -18.5% |
| 3M | -22.7% | +59.7% | -82.4% | -28.4% |
| 6M | -28.0% | +21.2% | -49.2% | -31.3% |
| YTD | -5.0% | +27.4% | -32.4% | -9.2% |
| 1Y | +10.4% | -29.8% | +40.2% | +6.9% |
| All | +10.4% | -28.2% | +38.6% | +6.9% |
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