-28.4%
FTAI vs ELF
+30.8%
-59.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +1.3% |
| 7D | +3.9% | -1.2% | +5.1% | +4.1% |
| 30D | -8.8% | +5.9% | -14.7% | -10.4% |
| 3M | -14.5% | +99.5% | -114.0% | -31.6% |
| All | -28.4% | +30.8% | -59.3% | -34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling