+3,076.9%
FTAI vs VFC
-69.1%
+3,146.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.4% | -1.0% | +1.8% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | -17.9% | -9.0% | -8.9% | -15.2% |
| 3M | -22.7% | -24.2% | +1.4% | -15.5% |
| 6M | -28.0% | -18.5% | -9.5% | -23.1% |
| YTD | -5.0% | -25.9% | +20.9% | +4.4% |
| 1Y | +10.4% | -13.0% | +23.4% | +13.5% |
| 3Y | +425.2% | -20.3% | +445.6% | +380.5% |
| 5Y | +890.3% | -78.1% | +968.4% | +1,490.8% |
| All | +3,076.9% | -69.1% | +3,146.0% | +4,514.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling