+1,596.0%
FTAI vs REPL
-17.3%
+1,613.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.4% | +5.6% | -2.1% |
| 7D | -9.7% | -13.4% | +3.7% | -8.6% |
| 30D | -20.0% | -3.0% | -17.0% | -19.9% |
| 3M | -20.1% | +56.3% | -76.4% | -26.2% |
| 6M | -33.3% | +60.9% | -94.2% | -43.9% |
| YTD | -8.0% | +36.2% | -44.2% | -21.7% |
| 1Y | +8.0% | +121.0% | -113.1% | -17.6% |
| 3Y | +413.4% | -32.8% | +446.2% | +268.8% |
| 5Y | +858.6% | -58.7% | +917.2% | +603.0% |
| All | +1,596.0% | -17.3% | +1,613.3% | +903.1% |
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