+122.8%
DAL vs FFIV
+126.1%
-3.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.3% |
| 7D | +8.8% | -8.1% | +16.9% | +13.2% |
| 30D | +5.4% | -33.4% | +38.8% | +26.1% |
| 3M | -4.9% | -24.7% | +19.8% | +6.2% |
| 6M | +19.8% | -8.8% | +28.7% | +20.0% |
| YTD | +27.0% | +21.8% | +5.2% | +7.2% |
| 1Y | +52.5% | +25.3% | +27.2% | +26.6% |
| 3Y | +173.8% | +101.2% | +72.7% | +75.8% |
| 5Y | +104.5% | +40.2% | +64.3% | +54.1% |
| All | +122.8% | +126.1% | -3.3% | +19.7% |
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