+2,582.9%
FTAI vs FN
+2,106.9%
+475.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.4% |
| 7D | +0.7% | -1.7% | +2.3% | +1.1% |
| 30D | -12.1% | -22.0% | +9.9% | -6.4% |
| 3M | -21.3% | -43.0% | +21.7% | -9.8% |
| 6M | -30.2% | -27.7% | -2.5% | -25.8% |
| YTD | +0.3% | -10.5% | +10.8% | -0.6% |
| 1Y | +27.2% | +12.5% | +14.7% | +17.3% |
| 3Y | +443.9% | +153.8% | +290.1% | +283.4% |
| 5Y | +853.5% | +288.0% | +565.5% | +483.8% |
| 10Y | +3,169.1% | +906.4% | +2,262.7% | +1,539.3% |
| All | +2,582.9% | +2,106.9% | +475.9% | +1,002.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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