+947.3%
FTAI vs FIVE
+38.7%
+908.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +3.9% | +3.7% | +0.2% | +3.0% |
| 30D | -8.8% | +4.0% | -12.8% | -9.9% |
| 3M | -14.5% | +36.2% | -50.7% | -21.1% |
| 6M | -24.0% | +18.0% | -42.0% | -27.5% |
| YTD | +0.5% | +34.9% | -34.4% | -6.9% |
| 1Y | +19.1% | +67.9% | -48.8% | +4.8% |
| 3Y | +460.7% | +57.3% | +403.4% | +366.0% |
| 5Y | +947.3% | +39.5% | +907.8% | +785.1% |
| All | +947.3% | +38.7% | +908.7% | +785.1% |
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