+2,443.2%
FTAI vs VYM
+228.7%
+2,214.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +2.5% |
| 7D | -5.2% | -0.8% | -4.4% | -4.2% |
| 30D | -17.9% | -2.2% | -15.7% | -15.5% |
| 3M | -22.7% | +3.1% | -25.8% | -25.4% |
| 6M | -28.0% | +9.7% | -37.7% | -34.8% |
| YTD | -5.0% | +14.9% | -19.8% | -18.2% |
| 1Y | +10.4% | +17.6% | -7.2% | -7.3% |
| 3Y | +425.2% | +65.3% | +359.9% | +209.8% |
| 5Y | +890.3% | +78.7% | +811.6% | +449.8% |
| 10Y | +3,106.5% | +208.2% | +2,898.3% | +1,081.9% |
| All | +2,443.2% | +228.7% | +2,214.5% | +838.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling