+1,297.3%
FTAI vs RVMD
+620.8%
+676.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.3% |
| 7D | -9.7% | -3.6% | -6.1% | -8.9% |
| 30D | -20.0% | -1.1% | -18.9% | -19.8% |
| 3M | -20.1% | +41.0% | -61.1% | -26.9% |
| 6M | -33.3% | +105.7% | -139.0% | -45.5% |
| YTD | -8.0% | +155.3% | -163.3% | -30.2% |
| 1Y | +8.0% | +402.7% | -394.8% | -32.1% |
| 3Y | +413.4% | +533.1% | -119.7% | +191.0% |
| 5Y | +858.6% | +583.5% | +275.0% | +377.0% |
| All | +1,297.3% | +620.8% | +676.5% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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