+1,085.7%
DELL vs FE
+45.0%
+1,040.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +14.9% | +1.9% | +12.9% | +14.8% |
| 30D | +13.3% | -1.2% | +14.4% | +13.3% |
| 3M | +24.4% | +3.5% | +20.9% | +24.3% |
| 6M | +258.0% | -6.1% | +264.1% | +259.6% |
| YTD | +320.2% | +7.6% | +312.6% | +319.0% |
| 1Y | +319.1% | +11.9% | +307.1% | +316.9% |
| 3Y | +706.5% | +48.4% | +658.1% | +664.0% |
| All | +1,085.7% | +45.0% | +1,040.7% | +1,004.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling