+2,588.5%
FTAI vs EMB
+45.4%
+2,543.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | +3.9% | +0.3% | +3.6% | +3.4% |
| 30D | -8.8% | -0.5% | -8.3% | -8.0% |
| 3M | -14.5% | +0.3% | -14.8% | -14.6% |
| 6M | -24.0% | +1.2% | -25.2% | -24.5% |
| YTD | +0.5% | +1.5% | -1.0% | -0.5% |
| 1Y | +19.1% | +4.8% | +14.3% | +11.3% |
| 3Y | +460.7% | +30.4% | +430.4% | +255.6% |
| 5Y | +947.3% | +7.3% | +940.1% | +889.7% |
| 10Y | +3,244.4% | +29.7% | +3,214.7% | +2,356.4% |
| All | +2,588.5% | +45.4% | +2,543.1% | +1,405.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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