+720.8%
FTAI vs VSXY
+37.7%
+683.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.3% | -5.3% |
| 7D | -0.2% | -10.7% | +10.5% | +1.1% |
| 30D | -13.6% | -24.3% | +10.6% | -10.5% |
| 3M | -20.6% | +1.0% | -21.6% | -21.4% |
| 6M | -32.6% | +57.4% | -89.9% | -38.8% |
| YTD | -5.4% | +39.8% | -45.1% | -12.7% |
| 1Y | +12.9% | +196.5% | -183.6% | -7.9% |
| 3Y | +428.1% | +357.2% | +70.9% | +274.9% |
| 5Y | +863.0% | +18.9% | +844.1% | +695.0% |
| All | +720.8% | +37.7% | +683.2% | +593.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling