+113.0%
DAL vs FFIV
+40.7%
+72.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.9% |
| 7D | +1.4% | +1.9% | -0.5% | +0.6% |
| 30D | +9.1% | -33.3% | +42.4% | +29.2% |
| 3M | -3.5% | -24.9% | +21.4% | +7.2% |
| 6M | +23.4% | -10.5% | +33.9% | +24.0% |
| YTD | +26.0% | +24.4% | +1.6% | +4.1% |
| 1Y | +44.6% | +32.3% | +12.4% | +15.3% |
| 3Y | +162.7% | +99.7% | +63.0% | +68.8% |
| 5Y | +113.0% | +38.4% | +74.5% | +49.9% |
| All | +113.0% | +40.7% | +72.3% | +49.9% |
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