+4,177.7%
DELL vs FFIV
+239.4%
+3,938.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -2.0% |
| 7D | +8.7% | +3.5% | +5.3% | +6.5% |
| 30D | +16.9% | -1.3% | +18.2% | +17.8% |
| 3M | +40.4% | +2.4% | +38.1% | +38.6% |
| 6M | +267.1% | +41.8% | +225.3% | +198.6% |
| YTD | +329.1% | +58.5% | +270.6% | +225.5% |
| 1Y | +346.9% | +24.3% | +322.6% | +287.0% |
| 3Y | +696.6% | +152.0% | +544.6% | +362.1% |
| 5Y | +1,106.2% | +99.1% | +1,007.1% | +673.0% |
| 10Y | +4,177.7% | +242.8% | +3,935.0% | +1,870.6% |
| All | +4,177.7% | +239.4% | +3,938.3% | +1,870.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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