+913.3%
FTAI vs FIVE
+19.0%
+894.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.4% |
| 3M | -14.9% | +7.0% | -21.9% | -16.6% |
| 6M | -31.4% | +20.5% | -51.9% | -35.2% |
| YTD | -2.1% | +33.1% | -35.3% | -9.4% |
| 1Y | +23.6% | +67.1% | -43.5% | +8.6% |
| 3Y | +383.8% | +41.9% | +341.9% | +314.3% |
| 5Y | +913.3% | +21.1% | +892.2% | +800.7% |
| All | +913.3% | +19.0% | +894.2% | +800.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling