+2,361.6%
FTAI vs EWJ
+130.7%
+2,230.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.2% |
| 7D | -9.7% | -1.5% | -8.2% | -8.3% |
| 30D | -20.0% | +0.2% | -20.2% | -19.9% |
| 3M | -20.1% | +8.6% | -28.6% | -25.9% |
| 6M | -33.3% | +12.1% | -45.4% | -39.1% |
| YTD | -8.0% | +20.1% | -28.1% | -21.2% |
| 1Y | +8.0% | +25.2% | -17.2% | -10.9% |
| 3Y | +413.4% | +70.8% | +342.6% | +222.4% |
| 5Y | +858.6% | +49.2% | +809.4% | +567.2% |
| 10Y | +3,003.7% | +138.6% | +2,865.1% | +1,527.9% |
| All | +2,361.6% | +130.7% | +2,230.8% | +1,234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling