+8.0%
FTAI vs ESTC
-8.5%
+16.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.8% |
| 7D | -9.7% | -13.2% | +3.5% | -9.9% |
| 30D | -20.0% | +9.3% | -29.3% | -19.5% |
| 3M | -20.1% | +37.3% | -57.4% | -19.3% |
| 6M | -33.3% | +61.0% | -94.3% | -32.7% |
| YTD | -8.0% | +10.7% | -18.7% | -3.8% |
| 1Y | +8.0% | -7.2% | +15.1% | +17.9% |
| All | +8.0% | -8.5% | +16.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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