+2,443.2%
FTAI vs VCLT
+32.1%
+2,411.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -5.2% | -1.4% | -3.9% | -4.4% |
| 30D | -17.9% | -1.2% | -16.7% | -17.4% |
| 3M | -22.7% | -4.8% | -18.0% | -20.4% |
| 6M | -28.0% | -2.6% | -25.4% | -26.5% |
| YTD | -5.0% | -3.3% | -1.6% | -2.4% |
| 1Y | +10.4% | -4.8% | +15.2% | +14.1% |
| 3Y | +425.2% | +11.5% | +413.7% | +398.0% |
| 5Y | +890.3% | -17.0% | +907.3% | +969.6% |
| 10Y | +3,106.5% | +16.7% | +3,089.8% | +3,488.9% |
| All | +2,443.2% | +32.1% | +2,411.1% | +2,724.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling