+178.1%
DAL vs FTV
+119.0%
+59.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +8.8% | +0.2% | +8.6% | +8.8% |
| 30D | +5.4% | +15.7% | -10.3% | -6.0% |
| 3M | -4.9% | +7.5% | -12.5% | -10.4% |
| 6M | +19.8% | +8.5% | +11.4% | +11.6% |
| YTD | +27.0% | +18.8% | +8.2% | +8.3% |
| 1Y | +52.5% | +28.5% | +23.9% | +21.9% |
| 3Y | +173.8% | +34.0% | +139.9% | +111.5% |
| 5Y | +104.5% | +12.6% | +91.9% | +78.4% |
| 10Y | +129.7% | +111.4% | +18.3% | +24.6% |
| All | +178.1% | +119.0% | +59.0% | +49.2% |
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