+856.3%
FTAI vs FFIV
+35.3%
+821.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.3% |
| 7D | +0.2% | -0.5% | +0.8% | +0.6% |
| 30D | +10.7% | -32.4% | +43.1% | +29.2% |
| 3M | -16.4% | -25.7% | +9.3% | -7.4% |
| 6M | -32.2% | -13.5% | -18.7% | -30.9% |
| YTD | -7.7% | +21.1% | -28.8% | -24.0% |
| 1Y | +18.7% | +29.4% | -10.7% | -6.3% |
| 3Y | +354.3% | +94.9% | +259.4% | +171.2% |
| All | +856.3% | +35.3% | +821.0% | +564.9% |
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