+461.5%
NRG vs FTAI
+2,443.2%
-1,981.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.8% |
| 7D | -4.7% | -5.2% | +0.5% | -3.4% |
| 30D | -6.0% | -17.9% | +11.9% | -1.4% |
| 3M | -8.0% | -22.7% | +14.8% | -2.4% |
| 6M | -23.2% | -28.0% | +4.9% | -18.1% |
| YTD | -28.1% | -5.0% | -23.1% | -28.6% |
| 1Y | -27.3% | +10.4% | -37.7% | -30.9% |
| 3Y | +208.7% | +425.2% | -216.6% | +78.3% |
| 5Y | +197.7% | +890.3% | -692.7% | +39.4% |
| 10Y | +1,103.3% | +3,106.5% | -2,003.2% | +273.4% |
| All | +461.5% | +2,443.2% | -1,981.7% | +67.5% |
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