+455.2%
FTAI vs REPL
-25.4%
+480.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | +3.9% | -5.7% | +9.7% | +4.3% |
| 30D | -8.8% | +22.5% | -31.3% | -10.2% |
| 3M | -14.5% | +64.7% | -79.1% | -19.7% |
| 6M | -24.0% | +83.0% | -107.1% | -33.7% |
| YTD | +0.5% | +52.0% | -51.5% | -11.3% |
| 1Y | +19.1% | +144.5% | -125.4% | -3.4% |
| All | +455.2% | -25.4% | +480.6% | +352.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling