+409.6%
VUG vs FTAI
+2,995.8%
-2,586.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.1% |
| 7D | -1.9% | -9.7% | +7.8% | -0.2% |
| 30D | -1.6% | -20.0% | +18.4% | +1.9% |
| 3M | +4.4% | -20.1% | +24.4% | +7.5% |
| 6M | +13.2% | -33.3% | +46.5% | +18.9% |
| YTD | +7.5% | -8.0% | +15.5% | +6.4% |
| 1Y | +12.5% | +8.0% | +4.5% | +7.5% |
| 3Y | +86.0% | +413.4% | -327.5% | +21.5% |
| 5Y | +76.5% | +858.6% | -782.1% | -1.0% |
| All | +409.6% | +2,995.8% | -2,586.2% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling