+4,681.2%
DELL vs FE
+118.8%
+4,562.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +14.9% | +1.9% | +12.9% | +14.4% |
| 30D | +13.3% | -1.2% | +14.4% | +13.6% |
| 3M | +24.4% | +3.5% | +20.9% | +23.1% |
| 6M | +258.0% | -6.1% | +264.1% | +262.3% |
| YTD | +320.2% | +7.6% | +312.6% | +310.8% |
| 1Y | +319.1% | +11.9% | +307.1% | +305.1% |
| 3Y | +706.5% | +48.4% | +658.1% | +605.5% |
| 5Y | +1,071.9% | +44.8% | +1,027.1% | +921.4% |
| 10Y | +4,683.5% | +115.9% | +4,567.6% | +3,794.7% |
| All | +4,681.2% | +118.8% | +4,562.5% | +3,791.6% |
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 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