+105.0%
DAL vs FTI
+183.5%
-78.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.0% |
| 7D | +1.4% | +5.4% | -4.0% | -0.2% |
| 30D | +9.1% | -8.2% | +17.3% | +11.5% |
| 3M | -3.5% | -13.7% | +10.2% | +0.3% |
| 6M | +23.4% | -11.2% | +34.6% | +25.7% |
| YTD | +26.0% | +46.0% | -20.0% | +8.7% |
| 1Y | +44.6% | +51.8% | -7.2% | +23.1% |
| 3Y | +162.7% | +206.7% | -44.0% | +71.5% |
| 5Y | +113.0% | +862.0% | -749.0% | -12.8% |
| All | +105.0% | +183.5% | -78.5% | -11.1% |
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