+1,489.6%
FTAI vs QS
-46.4%
+1,536.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.2% |
| 7D | -5.2% | -3.6% | -1.6% | -4.9% |
| 30D | -17.9% | -17.2% | -0.7% | -16.7% |
| 3M | -22.7% | -27.0% | +4.2% | -21.0% |
| 6M | -28.0% | -24.6% | -3.4% | -26.5% |
| YTD | -5.0% | -49.3% | +44.4% | -0.8% |
| 1Y | +10.4% | -40.3% | +50.7% | +13.5% |
| 3Y | +425.2% | -23.8% | +449.0% | +412.4% |
| 5Y | +890.3% | -75.0% | +965.3% | +875.1% |
| All | +1,489.6% | -46.4% | +1,536.0% | +1,527.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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