+121.4%
DAL vs FFIV
+130.1%
-8.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.4% |
| 7D | +2.3% | -2.9% | +5.3% | +3.9% |
| 30D | +14.3% | -32.4% | +46.7% | +36.0% |
| 3M | +1.3% | -22.7% | +24.0% | +11.8% |
| 6M | +29.3% | -10.7% | +40.0% | +31.1% |
| YTD | +33.0% | +25.4% | +7.6% | +10.8% |
| 1Y | +59.8% | +34.2% | +25.7% | +28.2% |
| 3Y | +177.2% | +101.2% | +76.0% | +78.2% |
| 5Y | +118.4% | +42.0% | +76.4% | +63.7% |
| 10Y | +121.4% | +126.7% | -5.3% | +19.2% |
| All | +121.4% | +130.1% | -8.7% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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