+408.4%
FTAI vs VMC
+17.8%
+390.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | -9.7% | -3.7% | -6.0% | -7.6% |
| 30D | -20.0% | -12.8% | -7.2% | -13.1% |
| 3M | -20.1% | -7.9% | -12.1% | -16.2% |
| 6M | -33.3% | -7.5% | -25.8% | -29.6% |
| YTD | -8.0% | -11.6% | +3.6% | -1.2% |
| 1Y | +8.0% | -14.3% | +22.2% | +17.0% |
| All | +408.4% | +17.8% | +390.6% | +358.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling