+425.2%
FTAI vs EME
+252.2%
+173.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.3% | -1.0% | +0.9% |
| 7D | -5.2% | +3.5% | -8.7% | -7.0% |
| 30D | -17.9% | -6.3% | -11.6% | -14.8% |
| 3M | -22.7% | -3.8% | -19.0% | -21.5% |
| 6M | -28.0% | +8.5% | -36.5% | -30.6% |
| YTD | -5.0% | +27.8% | -32.8% | -16.1% |
| 1Y | +10.4% | +22.2% | -11.8% | -4.5% |
| 3Y | +425.2% | +253.5% | +171.8% | +116.2% |
| All | +425.2% | +252.2% | +173.0% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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