+2,361.6%
FTAI vs ITOT
+313.4%
+2,048.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.0% |
| 7D | -9.7% | -2.0% | -7.6% | -7.4% |
| 30D | -20.0% | -2.0% | -18.0% | -17.9% |
| 3M | -20.1% | +4.5% | -24.6% | -23.6% |
| 6M | -33.3% | +12.6% | -45.9% | -40.8% |
| YTD | -8.0% | +12.0% | -20.0% | -17.6% |
| 1Y | +8.0% | +17.3% | -9.3% | -7.9% |
| 3Y | +413.4% | +75.2% | +338.2% | +193.8% |
| 5Y | +858.6% | +74.0% | +784.6% | +456.7% |
| 10Y | +3,003.7% | +298.6% | +2,705.0% | +867.7% |
| All | +2,361.6% | +313.4% | +2,048.2% | +675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling