+908.9%
FTAI vs USFR
+20.6%
+888.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -17.9% | +0.4% | -18.3% | -17.9% |
| 3M | -22.7% | +1.0% | -23.8% | -22.4% |
| 6M | -28.0% | +2.0% | -30.0% | -28.4% |
| YTD | -5.0% | +2.8% | -7.7% | -6.7% |
| 1Y | +10.4% | +4.1% | +6.3% | +6.5% |
| 3Y | +425.2% | +14.1% | +411.1% | +326.7% |
| All | +908.9% | +20.6% | +888.4% | +657.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling