+1,601.3%
FTAI vs REPL
+36.8%
+1,564.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +10.7% | +92.2% | -81.5% | +4.4% |
| 3M | -16.4% | +44.1% | -60.5% | -19.3% |
| 6M | -32.2% | +313.0% | -345.2% | -44.3% |
| YTD | -7.7% | +125.2% | -132.9% | -25.0% |
| 1Y | +18.7% | +143.8% | -125.0% | -4.4% |
| 3Y | +354.3% | +104.2% | +250.1% | +187.6% |
| 5Y | +850.7% | -34.5% | +885.2% | +571.1% |
| All | +1,601.3% | +36.8% | +1,564.5% | +860.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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