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  • FTAI vs FDS✓SelectedUSD · FDSFTAI vs FDS performance historyLatest closeAs of+0.21%09/08
Stock and ETF performance explorer

FTAI vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,588.5%
FDS return
+101.0%
Excess return
+2,487.4%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+0.2%-4.3%+4.5%+1.7%
7D+3.9%-5.4%+9.3%+5.9%
30D-8.8%+1.6%-10.4%-9.8%
3M-14.5%+17.7%-32.2%-21.4%
6M-24.0%+29.1%-53.1%-34.7%
YTD+0.5%+1.0%-0.5%-4.2%
1Y+19.1%-21.6%+40.7%+27.5%
3Y+460.7%-30.1%+490.8%+529.0%
5Y+947.3%-20.7%+968.1%+988.3%
10Y+3,244.4%+78.3%+3,166.1%+2,361.7%
All+2,588.5%+101.0%+2,487.4%+1,851.0%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FDS 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling