+2,443.2%
FTAI vs NTRS
+241.6%
+2,201.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.8% |
| 7D | -5.2% | +1.4% | -6.6% | -5.9% |
| 30D | -17.9% | -0.7% | -17.3% | -17.6% |
| 3M | -22.7% | +11.3% | -34.1% | -26.9% |
| 6M | -28.0% | +35.5% | -63.5% | -38.3% |
| YTD | -5.0% | +40.6% | -45.5% | -20.1% |
| 1Y | +10.4% | +49.2% | -38.8% | -10.2% |
| 3Y | +425.2% | +167.2% | +258.0% | +215.8% |
| 5Y | +890.3% | +94.9% | +795.4% | +576.5% |
| 10Y | +3,106.5% | +259.5% | +2,847.1% | +1,599.4% |
| All | +2,443.2% | +241.6% | +2,201.5% | +1,275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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