+2,432.1%
FTAI vs USFR
+27.4%
+2,404.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -13.6% | +0.3% | -13.9% | -13.9% |
| 3M | -20.6% | +1.0% | -21.6% | -21.5% |
| 6M | -32.6% | +1.9% | -34.5% | -34.2% |
| YTD | -5.4% | +2.7% | -8.0% | -8.4% |
| 1Y | +12.9% | +4.0% | +8.9% | +7.5% |
| 3Y | +428.1% | +14.0% | +414.1% | +347.8% |
| 5Y | +863.0% | +20.4% | +842.6% | +665.8% |
| 10Y | +3,092.6% | +28.0% | +3,064.6% | +2,314.6% |
| All | +2,432.1% | +27.4% | +2,404.7% | +1,803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling