+3,076.9%
FTAI vs NWSA
+149.4%
+2,927.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | -5.2% | -2.8% | -2.4% | -4.0% |
| 30D | -17.9% | +3.0% | -20.9% | -19.1% |
| 3M | -22.7% | +12.3% | -35.1% | -27.4% |
| 6M | -28.0% | +21.9% | -49.9% | -35.1% |
| YTD | -5.0% | +13.6% | -18.5% | -12.1% |
| 1Y | +10.4% | +0.5% | +9.9% | +7.9% |
| 3Y | +425.2% | +43.8% | +381.5% | +335.2% |
| 5Y | +890.3% | +41.2% | +849.2% | +703.2% |
| All | +3,076.9% | +149.4% | +2,927.6% | +1,811.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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