+3,076.9%
FTAI vs UVXY
-100.0%
+3,176.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.8% | +10.1% | +2.2% |
| 7D | -5.2% | +2.8% | -8.0% | -4.6% |
| 30D | -17.9% | -11.4% | -6.5% | -19.3% |
| 3M | -22.7% | -41.5% | +18.8% | -28.2% |
| 6M | -28.0% | -61.0% | +33.0% | -35.8% |
| YTD | -5.0% | -49.8% | +44.9% | -9.9% |
| 1Y | +10.4% | -66.4% | +76.8% | +0.3% |
| 3Y | +425.2% | -94.8% | +520.0% | +349.3% |
| 5Y | +890.3% | -99.7% | +990.0% | +563.3% |
| All | +3,076.9% | -100.0% | +3,176.9% | +1,512.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 10y: compounded portfolio wealth divided by compounded UVXY 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…
10y analysis · Full analysis span regression · 6 months rolling