+422.9%
FTAI vs URA
+116.4%
+306.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.1% |
| 7D | -0.2% | +5.7% | -5.9% | -3.0% |
| 30D | -13.6% | +5.6% | -19.2% | -16.0% |
| 3M | -20.6% | +6.2% | -26.8% | -22.9% |
| 6M | -32.6% | -8.2% | -24.3% | -29.3% |
| YTD | -5.4% | +9.7% | -15.0% | -8.5% |
| 1Y | +12.9% | +17.0% | -4.1% | +5.0% |
| All | +422.9% | +116.4% | +306.5% | +263.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling