+2,901.0%
DELL vs FE
+119.3%
+2,781.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -22.6% | 0.0% | -22.5% | -22.6% |
| 30D | -43.2% | +5.2% | -48.4% | -43.9% |
| 3M | -24.8% | 0.0% | -24.8% | -24.9% |
| 6M | +38.0% | +5.0% | +33.0% | +35.8% |
| YTD | +163.7% | +7.9% | +155.8% | +157.4% |
| 1Y | +122.5% | +6.3% | +116.2% | +117.8% |
| 3Y | +377.0% | +46.0% | +330.9% | +319.5% |
| 5Y | +542.6% | +45.6% | +496.9% | +458.8% |
| 10Y | +2,554.1% | +109.3% | +2,444.8% | +2,090.5% |
| All | +2,901.0% | +119.3% | +2,781.7% | +2,337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling