+908.9%
FTAI vs VEU
+55.0%
+854.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +1.8% |
| 7D | -5.2% | -1.4% | -3.8% | -3.0% |
| 30D | -17.9% | -0.4% | -17.5% | -17.1% |
| 3M | -22.7% | +2.5% | -25.3% | -25.1% |
| 6M | -28.0% | +11.1% | -39.2% | -36.5% |
| YTD | -5.0% | +16.5% | -21.5% | -21.3% |
| 1Y | +10.4% | +22.9% | -12.5% | -14.6% |
| 3Y | +425.2% | +73.4% | +351.8% | +160.0% |
| All | +908.9% | +55.0% | +854.0% | +449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling