+354.3%
FTAI vs ESTC
+14.8%
+339.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.3% |
| 7D | +0.2% | +2.4% | -2.2% | -0.1% |
| 30D | +10.7% | -4.2% | +14.9% | +11.3% |
| 3M | -16.4% | +2.5% | -18.9% | -17.3% |
| 6M | -32.2% | +81.5% | -113.7% | -40.8% |
| YTD | -7.7% | +16.8% | -24.6% | -11.9% |
| 1Y | +18.7% | -3.5% | +22.2% | +18.7% |
| 3Y | +354.3% | +17.7% | +336.6% | +334.3% |
| All | +354.3% | +14.8% | +339.5% | +334.3% |
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