+16.5%
FTAI vs ESI
+27.8%
-11.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.6% | -5.9% | -7.8% |
| 7D | +7.4% | -6.6% | +14.0% | +11.9% |
| 30D | +9.0% | -10.9% | +20.0% | +16.6% |
| 3M | -18.9% | -13.8% | -5.1% | -11.8% |
| 6M | -24.9% | -21.5% | -3.3% | -14.4% |
| YTD | -8.3% | +34.7% | -42.9% | -19.1% |
| 1Y | +16.5% | +24.9% | -8.4% | +5.4% |
| All | +16.5% | +27.8% | -11.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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