+694.6%
DELL vs FFIV
+141.9%
+552.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +25.6% | -1.5% | +27.2% | +26.8% |
| 30D | +17.7% | -2.7% | +20.3% | +19.8% |
| 3M | +33.4% | -1.7% | +35.1% | +35.2% |
| 6M | +266.2% | +36.1% | +230.1% | +199.5% |
| YTD | +328.0% | +52.6% | +275.4% | +222.5% |
| 1Y | +339.6% | +21.5% | +318.1% | +282.6% |
| 3Y | +694.6% | +142.7% | +551.9% | +384.2% |
| All | +694.6% | +141.9% | +552.7% | +384.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling