+98.5%
DAL vs FTV
-3.2%
+101.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.6% |
| 7D | +0.1% | -4.5% | +4.6% | +3.7% |
| 30D | -13.9% | -7.1% | -6.9% | -9.0% |
| 3M | +1.1% | -7.2% | +8.2% | +6.5% |
| 6M | +26.2% | -1.5% | +27.7% | +26.3% |
| YTD | +16.4% | +3.5% | +13.0% | +10.7% |
| 1Y | +33.9% | +20.3% | +13.5% | +10.2% |
| All | +98.5% | -3.2% | +101.6% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling