+2,617.3%
FTAI vs VT
+221.8%
+2,395.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.1% |
| 7D | +0.2% | +2.4% | -2.1% | -2.7% |
| 30D | +10.7% | -1.5% | +12.2% | +13.5% |
| 3M | -16.4% | -4.1% | -12.3% | -10.7% |
| 6M | -32.2% | +0.6% | -32.8% | -31.5% |
| YTD | -7.7% | +11.0% | -18.7% | -16.9% |
| 1Y | +18.7% | +13.3% | +5.4% | +4.3% |
| 3Y | +354.3% | +73.4% | +280.9% | +142.4% |
| 5Y | +850.7% | +57.4% | +793.3% | +475.9% |
| All | +2,617.3% | +221.8% | +2,395.5% | +822.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling