+10.4%
FTAI vs VYM
+18.4%
-8.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +1.6% |
| 7D | -5.2% | -0.8% | -4.4% | -3.1% |
| 30D | -17.9% | -2.2% | -15.7% | -12.8% |
| 3M | -22.7% | +3.1% | -25.8% | -28.5% |
| 6M | -28.0% | +9.7% | -37.7% | -41.8% |
| YTD | -5.0% | +14.9% | -19.8% | -29.5% |
| 1Y | +10.4% | +17.6% | -7.2% | -23.2% |
| All | +10.4% | +18.4% | -8.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling