+858.6%
FTAI vs ESTC
-49.0%
+907.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.1% |
| 7D | -9.7% | -13.2% | +3.5% | -7.1% |
| 30D | -20.0% | +9.3% | -29.3% | -22.1% |
| 3M | -20.1% | +37.3% | -57.4% | -26.3% |
| 6M | -33.3% | +61.0% | -94.3% | -41.4% |
| YTD | -8.0% | +10.7% | -18.7% | -12.5% |
| 1Y | +8.0% | -7.2% | +15.1% | +6.5% |
| 3Y | +413.4% | +7.2% | +406.2% | +367.0% |
| 5Y | +858.6% | -47.7% | +906.3% | +753.4% |
| All | +858.6% | -49.0% | +907.5% | +753.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling