+16.5%
FTAI vs VIVK
-100.0%
+116.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -27.5% | +16.9% | -10.5% |
| 7D | +7.4% | -68.7% | +76.1% | +7.2% |
| 30D | +9.0% | -90.0% | +99.1% | +8.2% |
| 3M | -18.9% | -98.1% | +79.1% | -20.6% |
| 6M | -24.9% | -99.9% | +75.0% | -27.2% |
| YTD | -8.3% | -99.9% | +91.7% | -11.3% |
| 1Y | +16.5% | -100.0% | +116.5% | +22.6% |
| All | +16.5% | -100.0% | +116.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling