+2,361.6%
FTAI vs NWSA
+119.2%
+2,242.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | -9.7% | -4.8% | -4.9% | -7.8% |
| 30D | -20.0% | +3.0% | -23.0% | -21.1% |
| 3M | -20.1% | +9.3% | -29.4% | -23.8% |
| 6M | -33.3% | +23.2% | -56.5% | -39.8% |
| YTD | -8.0% | +13.3% | -21.3% | -14.5% |
| 1Y | +8.0% | +2.9% | +5.1% | +4.5% |
| 3Y | +413.4% | +43.3% | +370.1% | +330.8% |
| 5Y | +858.6% | +40.9% | +817.7% | +688.8% |
| 10Y | +3,003.7% | +148.1% | +2,855.6% | +1,823.2% |
| All | +2,361.6% | +119.2% | +2,242.4% | +1,394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling