+3,076.9%
FTAI vs VIVK
-100.0%
+3,176.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.4% | +10.7% | +3.4% |
| 7D | -5.2% | -4.4% | -0.8% | -5.2% |
| 30D | -17.9% | -40.8% | +22.9% | -17.5% |
| 3M | -22.7% | -94.1% | +71.4% | -21.2% |
| 6M | -28.0% | -98.2% | +70.2% | -26.2% |
| YTD | -5.0% | -98.0% | +93.1% | -3.4% |
| 1Y | +10.4% | -100.0% | +110.4% | +16.5% |
| 3Y | +425.2% | -100.0% | +525.2% | +449.2% |
| 5Y | +890.3% | -100.0% | +990.3% | +938.0% |
| All | +3,076.9% | -100.0% | +3,176.9% | +2,727.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling