+425.2%
FTAI vs VCLT
+11.4%
+413.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -5.2% | -1.4% | -3.9% | -4.1% |
| 30D | -17.9% | -1.2% | -16.7% | -17.1% |
| 3M | -22.7% | -4.8% | -18.0% | -19.4% |
| 6M | -28.0% | -2.6% | -25.4% | -25.8% |
| YTD | -5.0% | -3.3% | -1.6% | -1.4% |
| 1Y | +10.4% | -4.8% | +15.2% | +15.4% |
| 3Y | +425.2% | +11.5% | +413.7% | +392.6% |
| All | +425.2% | +11.4% | +413.9% | +392.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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