+3,076.9%
FTAI vs RNG
+222.9%
+2,854.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -5.2% | -6.1% | +0.9% | -4.4% |
| 30D | -17.9% | +9.6% | -27.5% | -19.0% |
| 3M | -22.7% | +83.3% | -106.1% | -29.4% |
| 6M | -28.0% | +77.9% | -106.0% | -34.8% |
| YTD | -5.0% | +139.9% | -144.9% | -19.0% |
| 1Y | +10.4% | +121.7% | -111.3% | -5.0% |
| 3Y | +425.2% | +121.9% | +303.4% | +337.4% |
| 5Y | +890.3% | -68.4% | +958.7% | +897.4% |
| All | +3,076.9% | +222.9% | +2,854.0% | +2,320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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