+88.4%
VWO vs FTAI
+2,361.6%
-2,273.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.2% |
| 7D | -1.7% | -9.7% | +8.0% | -0.4% |
| 30D | -0.3% | -20.0% | +19.7% | +2.5% |
| 3M | +4.0% | -20.1% | +24.0% | +6.5% |
| 6M | +8.1% | -33.3% | +41.4% | +12.5% |
| YTD | +11.6% | -8.0% | +19.6% | +11.1% |
| 1Y | +16.2% | +8.0% | +8.3% | +12.8% |
| 3Y | +63.3% | +413.4% | -350.1% | +16.7% |
| 5Y | +33.4% | +858.6% | -825.2% | -16.3% |
| 10Y | +113.3% | +3,003.7% | -2,890.3% | +8.7% |
| All | +88.4% | +2,361.6% | -2,273.2% | -3.5% |
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 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