+425.2%
FTAI vs NSC
+73.4%
+351.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.3% | +3.7% |
| 7D | -5.2% | -2.8% | -2.4% | -4.0% |
| 30D | -17.9% | -4.5% | -13.4% | -16.2% |
| 3M | -22.7% | +3.5% | -26.3% | -24.3% |
| 6M | -28.0% | +8.5% | -36.5% | -31.4% |
| YTD | -5.0% | +12.3% | -17.3% | -11.2% |
| 1Y | +10.4% | +18.9% | -8.6% | -0.2% |
| 3Y | +425.2% | +74.1% | +351.1% | +285.5% |
| All | +425.2% | +73.4% | +351.9% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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