+3,076.9%
FTAI vs JBL
+1,558.3%
+1,518.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.0% | -1.7% | +0.7% |
| 7D | -5.2% | +2.4% | -7.6% | -6.4% |
| 30D | -17.9% | -13.1% | -4.8% | -11.7% |
| 3M | -22.7% | -15.6% | -7.1% | -16.0% |
| 6M | -28.0% | +24.6% | -52.6% | -35.5% |
| YTD | -5.0% | +39.6% | -44.6% | -20.0% |
| 1Y | +10.4% | +48.6% | -38.2% | -10.5% |
| 3Y | +425.2% | +197.3% | +228.0% | +178.3% |
| 5Y | +890.3% | +413.0% | +477.4% | +282.1% |
| All | +3,076.9% | +1,558.3% | +1,518.6% | +663.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling