+3,076.9%
FTAI vs ETR
+296.9%
+2,780.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.5% |
| 7D | -5.2% | -1.8% | -3.4% | -4.5% |
| 30D | -17.9% | -1.8% | -16.2% | -17.3% |
| 3M | -22.7% | -3.6% | -19.2% | -21.6% |
| 6M | -28.0% | +2.6% | -30.6% | -29.0% |
| YTD | -5.0% | +16.0% | -21.0% | -10.9% |
| 1Y | +10.4% | +20.1% | -9.7% | +2.0% |
| 3Y | +425.2% | +143.6% | +281.6% | +252.5% |
| 5Y | +890.3% | +124.4% | +766.0% | +582.2% |
| All | +3,076.9% | +296.9% | +2,780.1% | +2,152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling