+2,582.9%
FTAI vs ES
+117.7%
+2,465.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -12.1% | -2.0% | -10.1% | -11.8% |
| 3M | -21.3% | +1.7% | -23.0% | -21.8% |
| 6M | -30.2% | -3.5% | -26.7% | -30.0% |
| YTD | +0.3% | +7.9% | -7.6% | -1.4% |
| 1Y | +27.2% | +17.2% | +10.0% | +22.5% |
| 3Y | +443.9% | +29.3% | +414.6% | +408.7% |
| 5Y | +853.5% | -5.7% | +859.3% | +843.5% |
| 10Y | +3,169.1% | +85.2% | +3,083.9% | +3,088.8% |
| All | +2,582.9% | +117.7% | +2,465.1% | +2,599.0% |
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