+381.7%
FTAI vs FIVE
+42.3%
+339.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +15.7% | +17.4% | -1.7% | +12.3% |
| 3M | -14.9% | +7.0% | -21.9% | -16.2% |
| 6M | -31.4% | +20.5% | -51.9% | -34.4% |
| YTD | -2.1% | +33.1% | -35.3% | -7.6% |
| 1Y | +23.6% | +67.1% | -43.5% | +12.5% |
| All | +381.7% | +42.3% | +339.5% | +271.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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