+3,076.9%
FTAI vs ULTA
+132.3%
+2,944.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +2.5% |
| 7D | -5.2% | -3.1% | -2.1% | -4.1% |
| 30D | -17.9% | +2.8% | -20.7% | -19.0% |
| 3M | -22.7% | +14.8% | -37.5% | -27.4% |
| 6M | -28.0% | -16.2% | -11.8% | -23.8% |
| YTD | -5.0% | -9.6% | +4.7% | -2.1% |
| 1Y | +10.4% | +4.8% | +5.6% | +6.8% |
| 3Y | +425.2% | +30.7% | +394.5% | +344.5% |
| 5Y | +890.3% | +45.9% | +844.5% | +676.5% |
| All | +3,076.9% | +132.3% | +2,944.6% | +1,730.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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