+425.2%
FTAI vs VSXY
+352.7%
+72.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.9% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -17.9% | -18.7% | +0.8% | -16.1% |
| 3M | -22.7% | -4.0% | -18.8% | -23.0% |
| 6M | -28.0% | +67.5% | -95.5% | -34.6% |
| YTD | -5.0% | +39.7% | -44.6% | -11.5% |
| 1Y | +10.4% | +180.0% | -169.6% | -6.5% |
| 3Y | +425.2% | +337.3% | +88.0% | +322.1% |
| All | +425.2% | +352.7% | +72.5% | +322.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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