+16.5%
FTAI vs FGI
+38.7%
-22.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.0% | -5.5% | -10.5% |
| 7D | +7.4% | +3.3% | +4.1% | +7.4% |
| 30D | +9.0% | -2.0% | +11.1% | +9.0% |
| 3M | -18.9% | +60.3% | -79.2% | -19.2% |
| 6M | -24.9% | +0.7% | -25.6% | -24.4% |
| YTD | -8.3% | +30.2% | -38.4% | -9.6% |
| 1Y | +16.5% | +44.4% | -27.9% | +14.8% |
| All | +16.5% | +38.7% | -22.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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