+564.6%
NDAQ vs FTAI
+2,588.5%
-2,023.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -2.6% | +3.9% | -6.5% | -3.0% |
| 30D | +0.5% | -8.8% | +9.3% | +1.4% |
| 3M | +9.9% | -14.5% | +24.4% | +11.2% |
| 6M | +8.2% | -24.0% | +32.2% | +10.0% |
| YTD | -1.5% | +0.5% | -2.0% | -3.7% |
| 1Y | +1.3% | +19.1% | -17.8% | -3.6% |
| 3Y | +92.6% | +460.7% | -368.2% | +38.4% |
| 5Y | +53.8% | +947.3% | -893.5% | -1.7% |
| 10Y | +376.0% | +3,244.4% | -2,868.4% | +161.8% |
| All | +564.6% | +2,588.5% | -2,023.8% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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