+425.2%
FTAI vs ELV
-2.5%
+427.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.4% |
| 7D | -5.2% | +2.8% | -8.0% | -5.6% |
| 30D | -17.9% | +4.9% | -22.8% | -18.5% |
| 3M | -22.7% | +4.9% | -27.6% | -23.6% |
| 6M | -28.0% | +45.1% | -73.1% | -33.5% |
| YTD | -5.0% | +20.7% | -25.6% | -9.1% |
| 1Y | +10.4% | +35.0% | -24.6% | +2.7% |
| 3Y | +425.2% | -2.4% | +427.7% | +429.3% |
| All | +425.2% | -2.5% | +427.8% | +429.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling