+2,588.5%
FTAI vs EXEL
+1,446.1%
+1,142.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +3.9% | +1.4% | +2.5% | +3.7% |
| 30D | -8.8% | +6.7% | -15.5% | -9.9% |
| 3M | -14.5% | +11.5% | -25.9% | -16.2% |
| 6M | -24.0% | +38.8% | -62.8% | -28.1% |
| YTD | +0.5% | +31.6% | -31.1% | -4.2% |
| 1Y | +19.1% | +53.0% | -33.9% | +10.3% |
| 3Y | +460.7% | +160.8% | +299.9% | +366.3% |
| 5Y | +947.3% | +190.1% | +757.2% | +747.4% |
| 10Y | +3,244.4% | +367.0% | +2,877.4% | +2,368.7% |
| All | +2,588.5% | +1,446.1% | +1,142.4% | +1,700.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling