+432.0%
VUG vs FTAI
+2,588.5%
-2,156.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.9% | +3.9% | -3.1% | +0.2% |
| 30D | -1.4% | -8.8% | +7.4% | -0.2% |
| 3M | +2.3% | -14.5% | +16.8% | +4.2% |
| 6M | +15.7% | -24.0% | +39.7% | +18.8% |
| YTD | +8.6% | +0.5% | +8.1% | +6.1% |
| 1Y | +14.1% | +19.1% | -5.1% | +7.6% |
| 3Y | +87.9% | +460.7% | -372.8% | +24.9% |
| 5Y | +76.3% | +947.3% | -871.0% | +2.0% |
| 10Y | +409.7% | +3,244.4% | -2,834.7% | +149.5% |
| All | +432.0% | +2,588.5% | -2,156.5% | +163.2% |
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