+346.9%
DELL vs FFIV
+26.5%
+320.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -1.8% |
| 7D | +8.7% | +3.5% | +5.3% | +6.7% |
| 30D | +16.9% | -1.3% | +18.2% | +17.7% |
| 3M | +40.4% | +2.4% | +38.1% | +39.6% |
| 6M | +267.1% | +41.8% | +225.3% | +218.2% |
| YTD | +329.1% | +58.5% | +270.6% | +259.5% |
| 1Y | +346.9% | +24.3% | +322.6% | +298.5% |
| All | +346.9% | +26.5% | +320.4% | +298.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling