+408.4%
FTAI vs EXEL
+160.7%
+247.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.5% |
| 7D | -9.7% | -2.9% | -6.8% | -9.2% |
| 30D | -20.0% | +11.9% | -31.9% | -21.6% |
| 3M | -20.1% | +9.2% | -29.3% | -21.5% |
| 6M | -33.3% | +39.1% | -72.4% | -36.7% |
| YTD | -8.0% | +31.0% | -39.0% | -12.2% |
| 1Y | +8.0% | +52.3% | -44.4% | +0.7% |
| All | +408.4% | +160.7% | +247.7% | +316.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling