+20.0%
FTAI vs ES
+1.3%
+18.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.3% |
| 7D | +12.9% | -1.1% | +13.9% | +12.9% |
| 30D | +9.9% | +8.2% | +1.7% | +9.0% |
| 3M | -19.1% | +0.6% | -19.7% | -19.4% |
| 6M | -30.9% | +6.0% | -36.8% | -31.8% |
| YTD | -6.3% | +9.3% | -15.7% | -6.4% |
| 1Y | +20.0% | +1.1% | +18.9% | +18.4% |
| All | +20.0% | +1.3% | +18.7% | +18.4% |
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