+2,975.0%
FTAI vs URA
+361.2%
+2,613.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.0% |
| 7D | -9.7% | -1.5% | -8.1% | -9.1% |
| 30D | -20.0% | -0.4% | -19.6% | -19.8% |
| 3M | -20.1% | +6.3% | -26.3% | -22.0% |
| 6M | -33.3% | -14.0% | -19.3% | -28.3% |
| YTD | -8.0% | +5.3% | -13.3% | -9.5% |
| 1Y | +8.0% | +11.7% | -3.7% | +2.5% |
| 3Y | +413.4% | +109.8% | +303.6% | +262.6% |
| 5Y | +858.6% | +108.0% | +750.6% | +544.7% |
| All | +2,975.0% | +361.2% | +2,613.8% | +1,105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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