+3,076.9%
FTAI vs VMC
+156.6%
+2,920.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.5% | +2.8% |
| 7D | -5.2% | -3.8% | -1.4% | -3.1% |
| 30D | -17.9% | -9.7% | -8.2% | -13.2% |
| 3M | -22.7% | -9.6% | -13.1% | -18.5% |
| 6M | -28.0% | -4.8% | -23.2% | -25.7% |
| YTD | -5.0% | -10.9% | +5.9% | +1.3% |
| 1Y | +10.4% | -15.6% | +26.0% | +20.4% |
| 3Y | +425.2% | +19.3% | +405.9% | +367.8% |
| 5Y | +890.3% | +48.0% | +842.3% | +670.5% |
| All | +3,076.9% | +156.6% | +2,920.3% | +1,629.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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