+3,076.9%
FTAI vs UL
+66.7%
+3,010.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.1% |
| 7D | -5.2% | -3.4% | -1.8% | -4.1% |
| 30D | -17.9% | +0.5% | -18.4% | -18.1% |
| 3M | -22.7% | +7.2% | -30.0% | -25.0% |
| 6M | -28.0% | -3.1% | -25.0% | -27.8% |
| YTD | -5.0% | -2.7% | -2.2% | -4.9% |
| 1Y | +10.4% | -10.2% | +20.6% | +13.2% |
| 3Y | +425.2% | +20.3% | +405.0% | +374.1% |
| 5Y | +890.3% | +19.9% | +870.4% | +780.7% |
| All | +3,076.9% | +66.7% | +3,010.3% | +2,710.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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