-32.6%
FTAI vs FTV
-0.8%
-31.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.3% |
| 7D | -0.2% | -1.3% | +1.1% | +0.4% |
| 30D | -13.6% | -9.5% | -4.1% | -10.3% |
| 3M | -20.6% | -10.9% | -9.7% | -16.2% |
| 6M | -32.6% | -0.6% | -32.0% | -37.2% |
| All | -32.6% | -0.8% | -31.8% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling