+858.6%
FTAI vs ELF
+217.8%
+640.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -1.8% |
| 7D | -9.7% | -10.8% | +1.2% | -7.3% |
| 30D | -20.0% | +0.8% | -20.8% | -20.3% |
| 3M | -20.1% | +64.8% | -84.8% | -29.4% |
| 6M | -33.3% | +19.0% | -52.3% | -36.8% |
| YTD | -8.0% | +25.9% | -33.9% | -14.6% |
| 1Y | +8.0% | -28.8% | +36.7% | +11.0% |
| 3Y | +413.4% | -29.6% | +443.0% | +382.3% |
| 5Y | +858.6% | +216.2% | +642.3% | +366.9% |
| All | +858.6% | +217.8% | +640.7% | +366.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling