+858.6%
FTAI vs RVTY
-34.5%
+893.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -1.9% |
| 7D | -9.7% | -7.4% | -2.3% | -6.9% |
| 30D | -20.0% | +4.5% | -24.5% | -21.5% |
| 3M | -20.1% | +19.5% | -39.5% | -25.7% |
| 6M | -33.3% | +34.1% | -67.4% | -40.6% |
| YTD | -8.0% | +25.3% | -33.3% | -16.4% |
| 1Y | +8.0% | +47.0% | -39.0% | -7.7% |
| 3Y | +413.4% | +14.1% | +399.3% | +362.1% |
| 5Y | +858.6% | -34.6% | +893.1% | +959.7% |
| All | +858.6% | -34.5% | +893.1% | +959.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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