+863.0%
FTAI vs FFIV
+100.0%
+763.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.9% | -9.7% | -7.7% |
| 7D | -0.2% | +3.5% | -3.7% | -2.0% |
| 30D | -13.6% | -1.3% | -12.3% | -13.4% |
| 3M | -20.6% | +2.4% | -23.0% | -21.9% |
| 6M | -32.6% | +41.8% | -74.4% | -44.8% |
| YTD | -5.4% | +58.5% | -63.9% | -28.4% |
| 1Y | +12.9% | +24.3% | -11.5% | -2.3% |
| 3Y | +428.1% | +152.0% | +276.1% | +196.1% |
| 5Y | +863.0% | +99.1% | +763.9% | +496.1% |
| All | +863.0% | +100.0% | +763.0% | +496.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling