+2,975.0%
FTAI vs ES
+83.3%
+2,891.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.4% |
| 7D | -9.7% | -3.5% | -6.2% | -9.0% |
| 30D | -20.0% | -3.0% | -17.0% | -19.5% |
| 3M | -20.1% | -0.3% | -19.8% | -20.2% |
| 6M | -33.3% | -5.2% | -28.1% | -32.7% |
| YTD | -8.0% | +4.8% | -12.8% | -9.1% |
| 1Y | +8.0% | +12.7% | -4.8% | +4.4% |
| 3Y | +413.4% | +27.5% | +385.9% | +377.4% |
| 5Y | +858.6% | -4.7% | +863.3% | +848.8% |
| All | +2,975.0% | +83.3% | +2,891.7% | +2,813.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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