+78.5%
VUG vs FTAI
+890.7%
-812.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.4% |
| 7D | -0.5% | -5.2% | +4.7% | +0.4% |
| 30D | -1.0% | -17.9% | +17.0% | +2.1% |
| 3M | +3.5% | -22.7% | +26.3% | +7.3% |
| 6M | +14.2% | -28.0% | +42.2% | +18.5% |
| YTD | +8.5% | -5.0% | +13.4% | +6.6% |
| 1Y | +12.9% | +10.4% | +2.5% | +7.2% |
| 3Y | +85.6% | +425.2% | -339.6% | +6.3% |
| All | +78.5% | +890.7% | -812.2% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling