+425.2%
FTAI vs VICR
+209.3%
+216.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.2% | -7.8% | +0.8% |
| 7D | -5.2% | +5.0% | -10.2% | -6.3% |
| 30D | -17.9% | -12.5% | -5.4% | -15.7% |
| 3M | -22.7% | -33.6% | +10.9% | -16.7% |
| 6M | -28.0% | +10.7% | -38.7% | -31.9% |
| YTD | -5.0% | +80.6% | -85.5% | -18.2% |
| 1Y | +10.4% | +288.4% | -278.0% | -17.7% |
| 3Y | +425.2% | +213.8% | +211.4% | +296.3% |
| All | +425.2% | +209.3% | +216.0% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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