+2,405.9%
FTAI vs ES
+120.6%
+2,285.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.4% |
| 7D | +12.9% | -1.1% | +13.9% | +13.0% |
| 30D | +9.9% | +8.2% | +1.7% | +8.1% |
| 3M | -19.1% | +0.6% | -19.7% | -19.4% |
| 6M | -30.9% | +6.0% | -36.8% | -31.9% |
| YTD | -6.3% | +9.3% | -15.7% | -8.3% |
| 1Y | +20.0% | +1.1% | +18.9% | +18.8% |
| 3Y | +363.0% | +51.9% | +311.0% | +319.4% |
| 5Y | +864.8% | +6.5% | +858.3% | +837.7% |
| 10Y | +2,705.3% | +94.8% | +2,610.5% | +2,632.7% |
| All | +2,405.9% | +120.6% | +2,285.3% | +2,410.9% |
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 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