+858.6%
FTAI vs VFC
-79.4%
+938.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.3% |
| 7D | -9.7% | -3.3% | -6.4% | -8.8% |
| 30D | -20.0% | -14.0% | -6.0% | -16.4% |
| 3M | -20.1% | -22.6% | +2.5% | -14.4% |
| 6M | -33.3% | -24.7% | -8.6% | -27.9% |
| YTD | -8.0% | -29.0% | +21.0% | +0.8% |
| 1Y | +8.0% | -13.8% | +21.7% | +11.4% |
| 3Y | +413.4% | -28.2% | +441.7% | +407.2% |
| 5Y | +858.6% | -79.0% | +937.6% | +1,422.3% |
| All | +858.6% | -79.4% | +938.0% | +1,422.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling