+3,076.9%
FTAI vs EWJ
+144.4%
+2,932.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +0.9% |
| 7D | -5.2% | +0.3% | -5.5% | -5.4% |
| 30D | -17.9% | +0.8% | -18.7% | -18.3% |
| 3M | -22.7% | +7.5% | -30.2% | -28.5% |
| 6M | -28.0% | +15.6% | -43.6% | -37.3% |
| YTD | -5.0% | +22.7% | -27.7% | -22.5% |
| 1Y | +10.4% | +26.4% | -16.0% | -12.6% |
| 3Y | +425.2% | +72.5% | +352.7% | +199.8% |
| 5Y | +890.3% | +52.4% | +837.9% | +536.3% |
| All | +3,076.9% | +144.4% | +2,932.5% | +1,354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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