+154.9%
DAL vs FTV
+90.8%
+64.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.6% |
| 7D | +0.1% | -4.5% | +4.6% | +3.8% |
| 30D | -13.9% | -7.1% | -6.9% | -8.9% |
| 3M | +1.1% | -7.2% | +8.2% | +6.7% |
| 6M | +26.2% | -1.5% | +27.7% | +26.6% |
| YTD | +16.4% | +3.5% | +13.0% | +10.9% |
| 1Y | +33.9% | +20.3% | +13.5% | +12.2% |
| 3Y | +93.4% | -3.1% | +96.5% | +93.0% |
| 5Y | +106.4% | +2.3% | +104.0% | +93.9% |
| 10Y | +143.0% | +76.3% | +66.7% | +51.0% |
| All | +154.9% | +90.8% | +64.2% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling