+213.6%
RF vs FTAI
+2,658.1%
-2,444.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | +1.9% | +0.2% | +1.7% | +1.7% |
| 30D | +7.3% | +10.7% | -3.3% | +3.3% |
| 3M | -7.9% | -16.4% | +8.5% | -5.6% |
| 6M | +10.5% | -32.2% | +42.7% | +18.0% |
| YTD | +9.6% | -7.7% | +17.4% | +4.7% |
| 1Y | +20.3% | +18.7% | +1.6% | +6.2% |
| 3Y | +119.5% | +354.3% | -234.8% | +0.2% |
| 5Y | +48.2% | +850.7% | -802.5% | -52.4% |
| All | +213.6% | +2,658.1% | -2,444.5% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling