-32.6%
FTAI vs NSC
+8.8%
-41.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.4% |
| 7D | -0.2% | -2.0% | +1.9% | +0.3% |
| 30D | -13.6% | -3.2% | -10.5% | -12.8% |
| 3M | -20.6% | +3.9% | -24.5% | -21.3% |
| 6M | -32.6% | +7.8% | -40.4% | -36.6% |
| All | -32.6% | +8.8% | -41.4% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling