+121.4%
DAL vs FTI
+180.1%
-58.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | +2.3% | +1.4% | +1.0% | +1.9% |
| 30D | +14.3% | -6.3% | +20.6% | +16.1% |
| 3M | +1.3% | -13.1% | +14.4% | +5.0% |
| 6M | +29.3% | -8.0% | +37.3% | +30.2% |
| YTD | +33.0% | +47.1% | -14.1% | +14.4% |
| 1Y | +59.8% | +50.7% | +9.2% | +36.3% |
| 3Y | +177.2% | +209.0% | -31.8% | +80.5% |
| 5Y | +118.4% | +847.0% | -728.6% | -10.1% |
| 10Y | +121.4% | +184.3% | -62.9% | -3.7% |
| All | +121.4% | +180.1% | -58.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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