+10.4%
FTAI vs FFIV
+26.0%
-15.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +2.7% |
| 7D | -5.2% | +5.4% | -10.6% | -6.1% |
| 30D | -17.9% | -2.7% | -15.3% | -17.6% |
| 3M | -22.7% | +4.5% | -27.3% | -23.1% |
| 6M | -28.0% | +42.2% | -70.2% | -31.5% |
| YTD | -5.0% | +61.3% | -66.2% | -13.9% |
| 1Y | +10.4% | +23.0% | -12.7% | +7.2% |
| All | +10.4% | +26.0% | -15.6% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling