+296.7%
VST vs FTAI
+362.7%
-66.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.6% |
| 7D | +6.6% | +0.2% | +6.4% | +6.4% |
| 30D | -12.4% | +10.7% | -23.0% | -15.5% |
| 3M | -9.0% | -16.4% | +7.4% | -4.6% |
| 6M | -6.4% | -32.2% | +25.8% | +3.8% |
| YTD | -17.2% | -7.7% | -9.5% | -18.0% |
| 1Y | -22.0% | +18.7% | -40.8% | -29.0% |
| 3Y | +296.7% | +354.3% | -57.6% | +104.0% |
| All | +296.7% | +362.7% | -66.0% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling