+2,361.6%
FTAI vs ET
+57.9%
+2,303.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -9.7% | +1.4% | -11.0% | -10.1% |
| 30D | -20.0% | +4.6% | -24.6% | -21.2% |
| 3M | -20.1% | +16.0% | -36.1% | -24.1% |
| 6M | -33.3% | +22.8% | -56.1% | -38.0% |
| YTD | -8.0% | +38.9% | -46.9% | -17.9% |
| 1Y | +8.0% | +34.1% | -26.1% | -2.4% |
| 3Y | +413.4% | +98.8% | +314.6% | +314.4% |
| 5Y | +858.6% | +246.8% | +611.7% | +557.5% |
| 10Y | +3,003.7% | +174.4% | +2,829.3% | +1,886.6% |
| All | +2,361.6% | +57.9% | +2,303.7% | +1,589.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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