+140.6%
VEA vs FTAI
+2,432.1%
-2,291.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +5.0% | 0.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +0.4% | -13.6% | +14.1% | +2.4% |
| 3M | +4.8% | -20.6% | +25.4% | +7.7% |
| 6M | +11.3% | -32.6% | +43.8% | +16.1% |
| YTD | +17.4% | -5.4% | +22.7% | +16.4% |
| 1Y | +26.2% | +12.9% | +13.3% | +21.4% |
| 3Y | +77.7% | +428.1% | -350.4% | +22.4% |
| 5Y | +60.9% | +863.0% | -802.1% | -3.1% |
| 10Y | +163.6% | +3,092.6% | -2,929.0% | +29.6% |
| All | +140.6% | +2,432.1% | -2,291.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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