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  • FTAI vs FGI✓SelectedUSD · FGIFTAI vs FGI performance historyLatest closeAs of-1.56%09/04
Stock and ETF performance explorer

FTAI vs FGI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+871.5%
FGI return
-70.4%
Excess return
+941.9%
Maximum drawdown
-52.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFGIExcessAlpha
1D-1.6%+7.5%-9.1%-1.7%
7D+0.7%+0.5%+0.1%+0.7%
30D-12.1%+65.4%-77.5%-13.7%
3M-21.3%+23.5%-44.8%-22.3%
6M-30.2%+60.5%-90.8%-32.6%
YTD+0.3%+30.0%-29.7%-2.6%
1Y+27.2%+82.1%-54.9%+20.4%
3Y+443.9%-4.4%+448.3%+420.2%
All+871.5%-70.4%+941.9%+870.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling