+18.7%
FTAI vs ES
+2.1%
+16.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.4% |
| 7D | +0.2% | +2.7% | -2.5% | +0.3% |
| 30D | +10.7% | +7.6% | +3.1% | +10.0% |
| 3M | -16.4% | +0.5% | -16.9% | -16.7% |
| 6M | -32.2% | +7.6% | -39.8% | -33.2% |
| YTD | -7.7% | +10.2% | -17.9% | -7.8% |
| 1Y | +18.7% | +1.8% | +16.9% | +16.9% |
| All | +18.7% | +2.1% | +16.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling