+16.5%
FTAI vs DVA
+62.2%
-45.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +5.8% | -16.3% | -11.8% |
| 7D | +7.4% | +4.7% | +2.7% | +6.3% |
| 30D | +9.0% | +7.8% | +1.2% | +7.2% |
| 3M | -18.9% | -15.5% | -3.4% | -16.2% |
| 6M | -24.9% | +25.0% | -49.9% | -31.7% |
| YTD | -8.3% | +69.6% | -77.8% | -19.1% |
| 1Y | +16.5% | +60.6% | -44.1% | +1.8% |
| All | +16.5% | +62.2% | -45.7% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling