+2,432.1%
FTAI vs VEU
+130.2%
+2,302.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -4.9% |
| 7D | -0.2% | +0.3% | -0.5% | -0.5% |
| 30D | -13.6% | +0.7% | -14.3% | -14.1% |
| 3M | -20.6% | +4.7% | -25.3% | -24.2% |
| 6M | -32.6% | +11.6% | -44.2% | -39.2% |
| YTD | -5.4% | +16.8% | -22.2% | -18.6% |
| 1Y | +12.9% | +24.9% | -12.0% | -9.5% |
| 3Y | +428.1% | +75.7% | +352.4% | +197.0% |
| 5Y | +863.0% | +56.1% | +806.9% | +516.7% |
| 10Y | +3,092.6% | +153.6% | +2,939.0% | +1,293.8% |
| All | +2,432.1% | +130.2% | +2,302.0% | +1,019.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling