+1,772.0%
FTAI vs ESTC
+31.2%
+1,740.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.6% |
| 7D | +0.7% | -8.1% | +8.8% | +2.5% |
| 30D | -12.1% | +31.7% | -43.8% | -18.1% |
| 3M | -21.3% | +41.1% | -62.4% | -28.1% |
| 6M | -30.2% | +77.1% | -107.3% | -40.3% |
| YTD | +0.3% | +21.7% | -21.4% | -7.1% |
| 1Y | +27.2% | +8.4% | +18.8% | +20.4% |
| 3Y | +443.9% | +23.6% | +420.3% | +374.3% |
| 5Y | +853.5% | -46.5% | +900.0% | +832.8% |
| All | +1,772.0% | +31.2% | +1,740.8% | +1,156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling