+2,588.5%
FTAI vs VMC
+210.1%
+2,378.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +1.1% |
| 7D | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | -8.8% | -9.1% | +0.3% | -4.3% |
| 3M | -14.5% | -4.1% | -10.3% | -12.8% |
| 6M | -24.0% | -5.5% | -18.5% | -21.5% |
| YTD | +0.5% | -8.9% | +9.4% | +5.4% |
| 1Y | +19.1% | -12.9% | +32.0% | +27.1% |
| 3Y | +460.7% | +22.1% | +438.6% | +398.8% |
| 5Y | +947.3% | +52.7% | +894.6% | +721.2% |
| 10Y | +3,244.4% | +152.7% | +3,091.6% | +1,817.8% |
| All | +2,588.5% | +210.1% | +2,378.4% | +1,387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling