+3,076.9%
FTAI vs VIG
+250.0%
+2,826.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +2.4% |
| 7D | -5.2% | -1.1% | -4.1% | -3.8% |
| 30D | -17.9% | -2.7% | -15.2% | -14.8% |
| 3M | -22.7% | +2.5% | -25.3% | -25.0% |
| 6M | -28.0% | +9.2% | -37.2% | -34.8% |
| YTD | -5.0% | +9.8% | -14.8% | -14.3% |
| 1Y | +10.4% | +12.4% | -2.0% | -2.9% |
| 3Y | +425.2% | +55.9% | +369.3% | +225.2% |
| 5Y | +890.3% | +63.9% | +826.4% | +488.0% |
| All | +3,076.9% | +250.0% | +2,826.9% | +949.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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