+113.0%
DAL vs FTV
+18.0%
+95.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.2% | -5.2% |
| 7D | +1.4% | +3.7% | -2.3% | -1.4% |
| 30D | +9.1% | +16.8% | -7.8% | -3.3% |
| 3M | -3.5% | +10.4% | -13.9% | -10.8% |
| 6M | +23.4% | +12.8% | +10.6% | +11.6% |
| YTD | +26.0% | +23.3% | +2.7% | +4.5% |
| 1Y | +44.6% | +31.0% | +13.7% | +13.8% |
| 3Y | +162.7% | +38.6% | +124.1% | +96.1% |
| 5Y | +113.0% | +17.6% | +95.4% | +66.4% |
| All | +113.0% | +18.0% | +95.0% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling