+408.4%
FTAI vs FTV
-5.5%
+413.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.4% |
| 7D | -9.7% | -5.2% | -4.5% | -6.8% |
| 30D | -20.0% | -11.5% | -8.5% | -14.1% |
| 3M | -20.1% | -9.0% | -11.0% | -15.8% |
| 6M | -33.3% | -2.0% | -31.3% | -33.2% |
| YTD | -8.0% | -0.9% | -7.1% | -10.5% |
| 1Y | +8.0% | +14.8% | -6.8% | -7.7% |
| All | +408.4% | -5.5% | +413.9% | +405.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling