+2,432.1%
FTAI vs NSC
+323.9%
+2,108.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.1% |
| 7D | -0.2% | -2.0% | +1.9% | +0.8% |
| 30D | -13.6% | -3.2% | -10.5% | -12.2% |
| 3M | -20.6% | +3.9% | -24.5% | -22.4% |
| 6M | -32.6% | +7.8% | -40.4% | -35.5% |
| YTD | -5.4% | +13.4% | -18.8% | -12.0% |
| 1Y | +12.9% | +20.3% | -7.4% | +1.5% |
| 3Y | +428.1% | +76.1% | +352.0% | +284.6% |
| 5Y | +863.0% | +45.0% | +818.0% | +662.0% |
| 10Y | +3,092.6% | +335.7% | +2,756.9% | +1,658.0% |
| All | +2,432.1% | +323.9% | +2,108.2% | +1,291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling