+2,588.5%
FTAI vs VFC
-72.7%
+2,661.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | +3.9% | +0.8% | +3.1% | +3.6% |
| 30D | -8.8% | -11.9% | +3.1% | -4.9% |
| 3M | -14.5% | -20.2% | +5.7% | -8.3% |
| 6M | -24.0% | -23.0% | -1.0% | -17.5% |
| YTD | +0.5% | -26.2% | +26.7% | +10.2% |
| 1Y | +19.1% | -13.3% | +32.4% | +22.5% |
| 3Y | +460.7% | -25.5% | +486.2% | +429.9% |
| 5Y | +947.3% | -78.1% | +1,025.5% | +1,514.4% |
| 10Y | +3,244.4% | -68.8% | +3,313.2% | +4,477.1% |
| All | +2,588.5% | -72.7% | +2,661.2% | +3,593.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling