+425.2%
FTAI vs ITOT
+75.8%
+349.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +1.7% |
| 7D | -5.2% | -0.9% | -4.3% | -3.5% |
| 30D | -17.9% | -1.5% | -16.5% | -15.4% |
| 3M | -22.7% | +3.6% | -26.3% | -27.0% |
| 6M | -28.0% | +13.7% | -41.7% | -41.3% |
| YTD | -5.0% | +12.9% | -17.9% | -21.4% |
| 1Y | +10.4% | +17.2% | -6.8% | -14.0% |
| 3Y | +425.2% | +75.6% | +349.6% | +134.1% |
| All | +425.2% | +75.8% | +349.5% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling