+100.2%
DAL vs FFIV
+39.3%
+60.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.1% | -1.9% |
| 7D | +4.6% | -14.2% | +18.8% | +11.8% |
| 30D | +2.3% | -33.6% | +36.0% | +21.2% |
| 3M | -8.1% | -24.2% | +16.1% | +1.4% |
| 6M | +21.4% | -8.3% | +29.7% | +20.1% |
| YTD | +24.3% | +22.1% | +2.2% | +3.6% |
| 1Y | +47.4% | +26.5% | +20.9% | +20.2% |
| 3Y | +164.6% | +102.3% | +62.3% | +69.1% |
| 5Y | +100.2% | +40.6% | +59.6% | +36.7% |
| All | +100.2% | +39.3% | +60.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling