+3,076.9%
FTAI vs EXEL
+375.2%
+2,701.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +3.8% |
| 7D | -5.2% | -4.9% | -0.3% | -4.3% |
| 30D | -17.9% | +11.4% | -29.3% | -19.7% |
| 3M | -22.7% | +4.9% | -27.6% | -23.7% |
| 6M | -28.0% | +34.4% | -62.4% | -32.2% |
| YTD | -5.0% | +28.0% | -33.0% | -9.8% |
| 1Y | +10.4% | +43.6% | -33.2% | +1.9% |
| 3Y | +425.2% | +155.2% | +270.0% | +320.8% |
| 5Y | +890.3% | +181.2% | +709.2% | +667.6% |
| All | +3,076.9% | +375.2% | +2,701.7% | +2,111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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