+3,304.2%
FTAI vs ELF
+334.6%
+2,969.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.2% |
| 3M | -14.5% | +99.5% | -114.0% | -27.7% |
| 6M | -24.0% | +26.5% | -50.6% | -29.2% |
| YTD | +0.5% | +37.2% | -36.7% | -8.5% |
| 1Y | +19.1% | -24.4% | +43.5% | +20.6% |
| 3Y | +460.7% | -23.3% | +484.1% | +422.4% |
| 5Y | +947.3% | +245.2% | +702.2% | +545.5% |
| All | +3,304.2% | +334.6% | +2,969.5% | +1,652.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling