+3,076.9%
FTAI vs RCAT
-98.5%
+3,175.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.3% |
| 7D | -5.2% | -4.9% | -0.3% | -5.2% |
| 30D | -17.9% | -22.9% | +5.0% | -17.7% |
| 3M | -22.7% | -33.7% | +11.0% | -22.5% |
| 6M | -28.0% | -50.7% | +22.7% | -27.7% |
| YTD | -5.0% | +0.4% | -5.3% | -5.1% |
| 1Y | +10.4% | -27.6% | +38.0% | +10.4% |
| 3Y | +425.2% | +753.2% | -327.9% | +414.3% |
| 5Y | +890.3% | +183.3% | +707.1% | +872.0% |
| All | +3,076.9% | -98.5% | +3,175.5% | +2,820.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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