+882.5%
VLO vs FTAI
+2,588.5%
-1,706.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +5.8% | +3.9% | +1.9% | +4.8% |
| 30D | +28.3% | -8.8% | +37.2% | +30.4% |
| 3M | +48.7% | -14.5% | +63.2% | +51.2% |
| 6M | +71.9% | -24.0% | +95.9% | +74.4% |
| YTD | +138.7% | +0.5% | +138.2% | +124.1% |
| 1Y | +148.5% | +19.1% | +129.3% | +121.0% |
| 3Y | +192.7% | +460.7% | -268.1% | +41.0% |
| 5Y | +601.6% | +947.3% | -345.7% | +157.1% |
| 10Y | +900.2% | +3,244.4% | -2,344.2% | +148.8% |
| All | +882.5% | +2,588.5% | -1,706.0% | +147.0% |
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