+2,443.2%
FTAI vs DVA
+123.0%
+2,320.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -5.2% | -1.3% | -3.9% | -5.0% |
| 30D | -17.9% | 0.0% | -17.9% | -18.0% |
| 3M | -22.7% | -10.9% | -11.8% | -21.7% |
| 6M | -28.0% | +17.3% | -45.3% | -30.7% |
| YTD | -5.0% | +59.8% | -64.8% | -13.5% |
| 1Y | +10.4% | +36.3% | -25.9% | +3.0% |
| 3Y | +425.2% | +88.6% | +336.6% | +351.4% |
| 5Y | +890.3% | +47.5% | +842.8% | +772.9% |
| 10Y | +3,106.5% | +185.2% | +2,921.3% | +2,362.3% |
| All | +2,443.2% | +123.0% | +2,320.1% | +1,941.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling