+2,588.5%
FTAI vs FTI
+175.4%
+2,413.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | -8.8% | +12.3% | -21.2% | -12.5% |
| 3M | -14.5% | +13.8% | -28.2% | -18.9% |
| 6M | -24.0% | +24.3% | -48.3% | -30.7% |
| YTD | +0.5% | +75.8% | -75.3% | -18.8% |
| 1Y | +19.1% | +99.6% | -80.5% | -8.0% |
| 3Y | +460.7% | +278.4% | +182.3% | +243.9% |
| 5Y | +947.3% | +1,168.7% | -221.4% | +301.6% |
| 10Y | +3,244.4% | +297.5% | +2,946.9% | +1,228.9% |
| All | +2,588.5% | +175.4% | +2,413.1% | +920.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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