+2,476.2%
FTAI vs ES
+115.9%
+2,360.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.2% |
| 7D | -6.1% | +0.9% | -7.0% | -6.4% |
| 30D | +10.9% | +5.9% | +5.0% | +9.5% |
| 3M | -12.1% | -1.0% | -11.1% | -12.2% |
| 6M | -30.0% | +7.2% | -37.2% | -31.2% |
| YTD | -3.7% | +7.0% | -10.7% | -5.3% |
| 1Y | +14.8% | +0.5% | +14.3% | +13.7% |
| 3Y | +376.0% | +48.7% | +327.3% | +332.8% |
| 5Y | +886.6% | +1.9% | +884.6% | +865.2% |
| 10Y | +2,741.2% | +89.2% | +2,652.1% | +2,676.7% |
| All | +2,476.2% | +115.9% | +2,360.3% | +2,491.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling