+2,588.5%
FTAI vs RVTY
+156.0%
+2,432.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.1% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | -8.8% | +10.8% | -19.7% | -12.6% |
| 3M | -14.5% | +26.8% | -41.2% | -22.4% |
| 6M | -24.0% | +39.3% | -63.4% | -33.4% |
| YTD | +0.5% | +31.6% | -31.1% | -10.3% |
| 1Y | +19.1% | +47.7% | -28.6% | +1.3% |
| 3Y | +460.7% | +19.9% | +440.8% | +394.8% |
| 5Y | +947.3% | -32.3% | +979.7% | +1,033.0% |
| 10Y | +3,244.4% | +138.4% | +3,106.0% | +2,067.0% |
| All | +2,588.5% | +156.0% | +2,432.5% | +1,679.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling