+863.0%
FTAI vs REPL
-53.9%
+916.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -5.7% |
| 7D | -0.2% | -9.6% | +9.4% | +0.5% |
| 30D | -13.6% | +5.7% | -19.4% | -14.1% |
| 3M | -20.6% | +56.4% | -77.0% | -25.7% |
| 6M | -32.6% | +67.4% | -100.0% | -41.8% |
| YTD | -5.4% | +48.7% | -54.0% | -17.9% |
| 1Y | +12.9% | +148.3% | -135.4% | -11.4% |
| 3Y | +428.1% | -26.7% | +454.8% | +300.1% |
| 5Y | +863.0% | -54.1% | +917.2% | +602.1% |
| All | +863.0% | -53.9% | +916.9% | +602.1% |
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