+2,432.1%
FTAI vs ETR
+346.9%
+2,085.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.6% | -5.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -13.6% | +2.0% | -15.7% | -14.3% |
| 3M | -20.6% | -1.7% | -18.9% | -20.1% |
| 6M | -32.6% | +3.6% | -36.2% | -33.7% |
| YTD | -5.4% | +18.0% | -23.4% | -11.5% |
| 1Y | +12.9% | +26.2% | -13.4% | +2.9% |
| 3Y | +428.1% | +148.0% | +280.1% | +262.9% |
| 5Y | +863.0% | +126.1% | +737.0% | +581.2% |
| 10Y | +3,092.6% | +302.3% | +2,790.3% | +2,081.1% |
| All | +2,432.1% | +346.9% | +2,085.2% | +1,578.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling