+408.4%
FTAI vs VFC
-28.9%
+437.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.5% | -2.2% |
| 7D | -9.7% | -4.0% | -5.7% | -8.7% |
| 30D | -20.0% | -14.6% | -5.4% | -16.5% |
| 3M | -20.1% | -23.1% | +3.0% | -14.6% |
| 6M | -33.3% | -25.2% | -8.0% | -28.1% |
| YTD | -8.0% | -29.5% | +21.5% | +0.4% |
| 1Y | +8.0% | -14.4% | +22.3% | +11.8% |
| All | +408.4% | -28.9% | +437.2% | +409.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling