+876.0%
VGT vs FTAI
+2,432.1%
-1,556.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +0.9% |
| 7D | +1.5% | -0.2% | +1.7% | +1.4% |
| 30D | +0.5% | -13.6% | +14.2% | +2.9% |
| 3M | +5.3% | -20.6% | +25.8% | +8.9% |
| 6M | +32.4% | -32.6% | +65.0% | +39.6% |
| YTD | +28.6% | -5.4% | +34.0% | +26.9% |
| 1Y | +37.6% | +12.9% | +24.8% | +30.7% |
| 3Y | +125.5% | +428.1% | -302.6% | +47.6% |
| 5Y | +135.2% | +863.0% | -727.8% | +33.4% |
| 10Y | +812.9% | +3,092.6% | -2,279.7% | +333.7% |
| All | +876.0% | +2,432.1% | -1,556.1% | +366.3% |
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