+125.6%
DAL vs FTV
+107.5%
+18.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | +10.7% | +1.4% | +9.3% | +9.7% |
| 30D | +12.5% | +18.3% | -5.8% | -1.5% |
| 3M | +3.6% | +9.8% | -6.2% | -4.0% |
| 6M | +26.7% | +12.3% | +14.4% | +14.7% |
| YTD | +34.3% | +23.1% | +11.2% | +11.1% |
| 1Y | +59.1% | +32.5% | +26.6% | +23.8% |
| 3Y | +179.9% | +38.3% | +141.5% | +109.9% |
| 5Y | +119.1% | +16.8% | +102.3% | +85.2% |
| 10Y | +125.6% | +106.6% | +19.1% | +10.5% |
| All | +125.6% | +107.5% | +18.1% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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