-28.0%
FTAI vs UVXY
-62.8%
+34.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.8% | +10.1% | +0.5% |
| 7D | -5.2% | +2.8% | -8.0% | -3.8% |
| 30D | -17.9% | -11.4% | -6.5% | -21.4% |
| 3M | -22.7% | -41.5% | +18.8% | -36.2% |
| 6M | -28.0% | -61.0% | +33.0% | -46.4% |
| All | -28.0% | -62.8% | +34.8% | -46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling