+856.3%
FTAI vs REPL
-35.0%
+891.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | -16.4% | +44.1% | -60.5% | -19.0% |
| 6M | -32.2% | +313.0% | -345.2% | -42.6% |
| YTD | -7.7% | +125.2% | -132.9% | -22.6% |
| 1Y | +18.7% | +143.8% | -125.0% | -1.2% |
| 3Y | +354.3% | +104.2% | +250.1% | +202.7% |
| All | +856.3% | -35.0% | +891.3% | +657.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling