+408.4%
FTAI vs FFIV
+147.5%
+260.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.2% |
| 7D | -9.7% | +1.6% | -11.3% | -10.4% |
| 30D | -20.0% | -3.7% | -16.2% | -18.9% |
| 3M | -20.1% | +2.0% | -22.0% | -20.9% |
| 6M | -33.3% | +39.3% | -72.5% | -43.1% |
| YTD | -8.0% | +56.1% | -64.1% | -27.2% |
| 1Y | +8.0% | +22.0% | -14.0% | -2.6% |
| All | +408.4% | +147.5% | +260.9% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling