+143.3%
DELL vs FE
+6.1%
+137.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | -24.6% | +1.7% | -26.3% | -24.2% |
| 30D | -32.5% | +8.1% | -40.6% | -31.2% |
| 3M | -20.2% | -1.3% | -18.9% | -20.5% |
| 6M | +76.5% | +2.9% | +73.6% | +80.0% |
| YTD | +198.9% | +8.6% | +190.4% | +215.0% |
| 1Y | +143.3% | +6.3% | +137.0% | +158.6% |
| All | +143.3% | +6.1% | +137.2% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling