+2,566.3%
DELL vs FE
+110.9%
+2,455.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -18.1% | -0.5% | -17.6% | -18.0% |
| 30D | -42.9% | +4.3% | -47.2% | -43.5% |
| 3M | -26.9% | +0.4% | -27.3% | -27.0% |
| 6M | +28.8% | +6.9% | +21.8% | +26.3% |
| YTD | +168.4% | +8.0% | +160.4% | +161.9% |
| 1Y | +136.8% | +4.8% | +132.0% | +132.7% |
| 3Y | +375.3% | +49.0% | +326.4% | +315.4% |
| 5Y | +551.0% | +46.2% | +504.8% | +465.3% |
| 10Y | +2,566.3% | +120.9% | +2,445.4% | +2,101.4% |
| All | +2,566.3% | +110.9% | +2,455.4% | +2,101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling