+10.4%
FTAI vs USFR
+4.1%
+6.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +4.4% |
| 7D | -5.2% | +0.1% | -5.3% | -3.2% |
| 30D | -17.9% | +0.4% | -18.3% | -12.6% |
| 3M | -22.7% | +1.0% | -23.8% | -2.1% |
| 6M | -28.0% | +2.0% | -30.0% | -3.3% |
| YTD | -5.0% | +2.8% | -7.7% | +14.1% |
| 1Y | +10.4% | +4.1% | +6.3% | +45.2% |
| All | +10.4% | +4.1% | +6.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling