+422.9%
FTAI vs ESTC
+11.0%
+412.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -5.5% |
| 7D | -0.2% | -3.3% | +3.2% | +0.4% |
| 30D | -13.6% | +13.4% | -27.1% | -16.1% |
| 3M | -20.6% | +41.3% | -61.9% | -26.4% |
| 6M | -32.6% | +62.6% | -95.2% | -40.0% |
| YTD | -5.4% | +14.8% | -20.1% | -9.2% |
| 1Y | +12.9% | -5.1% | +17.9% | +13.0% |
| All | +422.9% | +11.0% | +412.0% | +405.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling