+3,076.9%
FTAI vs ELV
+280.2%
+2,796.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.2% |
| 7D | -5.2% | +3.2% | -8.4% | -6.2% |
| 30D | -17.9% | +5.4% | -23.3% | -19.3% |
| 3M | -22.7% | +5.4% | -28.1% | -24.6% |
| 6M | -28.0% | +45.7% | -73.7% | -37.0% |
| YTD | -5.0% | +21.2% | -26.1% | -12.4% |
| 1Y | +10.4% | +35.6% | -25.2% | -2.6% |
| 3Y | +425.2% | -2.0% | +427.2% | +405.9% |
| 5Y | +890.3% | +26.0% | +864.3% | +755.6% |
| All | +3,076.9% | +280.2% | +2,796.7% | +1,919.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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