+2,364.0%
FTAI vs FN
+1,672.1%
+691.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.7% | -0.7% | +7.7% |
| 7D | -3.7% | 0.0% | -3.7% | -3.9% |
| 30D | +3.1% | -34.3% | +37.4% | +15.1% |
| 3M | -18.3% | -39.9% | +21.5% | -7.3% |
| 6M | -36.6% | -51.8% | +15.2% | -24.9% |
| YTD | -7.9% | -28.1% | +20.2% | -3.7% |
| 1Y | +12.0% | -29.1% | +41.1% | +16.9% |
| 3Y | +361.5% | +102.4% | +259.1% | +244.3% |
| 5Y | +819.9% | +171.7% | +648.2% | +514.5% |
| 10Y | +2,737.4% | +773.5% | +1,963.9% | +1,384.7% |
| All | +2,364.0% | +1,672.1% | +691.9% | +967.4% |
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