+2,617.3%
FTAI vs FFIV
+118.6%
+2,498.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.2% |
| 7D | +0.2% | -0.5% | +0.8% | +0.6% |
| 30D | +10.7% | -32.4% | +43.1% | +30.6% |
| 3M | -16.4% | -25.7% | +9.3% | -6.4% |
| 6M | -32.2% | -13.5% | -18.7% | -30.2% |
| YTD | -7.7% | +21.1% | -28.8% | -22.5% |
| 1Y | +18.7% | +29.4% | -10.7% | -4.1% |
| 3Y | +354.3% | +94.9% | +259.4% | +187.4% |
| 5Y | +850.7% | +34.7% | +816.0% | +617.2% |
| All | +2,617.3% | +118.6% | +2,498.7% | +1,298.6% |
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