+122.8%
DAL vs FTI
+184.4%
-61.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -1.0% | +1.2% |
| 7D | +8.8% | -7.6% | +16.4% | +11.3% |
| 30D | +5.4% | -7.1% | +12.5% | +7.3% |
| 3M | -4.9% | -8.7% | +3.8% | -3.1% |
| 6M | +19.8% | -14.0% | +33.8% | +23.2% |
| YTD | +27.0% | +42.8% | -15.9% | +10.2% |
| 1Y | +52.5% | +50.4% | +2.1% | +30.0% |
| 3Y | +173.8% | +194.1% | -20.3% | +81.0% |
| 5Y | +104.5% | +775.2% | -670.7% | -13.5% |
| All | +122.8% | +184.4% | -61.6% | -3.1% |
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