-30.3%
FTAI vs VRSK
-13.1%
-17.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -3.5% |
| 7D | -9.7% | -7.7% | -1.9% | -14.1% |
| 30D | -20.0% | -2.8% | -17.2% | -20.8% |
| 3M | -20.1% | -3.7% | -16.3% | -19.9% |
| All | -30.3% | -13.1% | -17.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 6mo: compounded portfolio wealth divided by compounded VRSK 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…
6mo analysis · Full analysis span regression · 6 months rolling