+2,975.0%
FTAI vs FFIV
+238.2%
+2,736.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.0% |
| 7D | -9.7% | +1.6% | -11.3% | -10.5% |
| 30D | -20.0% | -3.7% | -16.2% | -18.7% |
| 3M | -20.1% | +2.0% | -22.0% | -21.3% |
| 6M | -33.3% | +39.3% | -72.5% | -44.8% |
| YTD | -8.0% | +56.1% | -64.1% | -29.2% |
| 1Y | +8.0% | +22.0% | -14.0% | -5.8% |
| 3Y | +413.4% | +148.2% | +265.2% | +201.9% |
| 5Y | +858.6% | +96.3% | +762.2% | +522.5% |
| All | +2,975.0% | +238.2% | +2,736.8% | +1,364.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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