+429.3%
DELL vs FFIV
+102.3%
+327.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.9% | +10.9% | +11.2% |
| 7D | +0.4% | -2.9% | +3.3% | +2.9% |
| 30D | -35.1% | -32.4% | -2.7% | -17.3% |
| 3M | -15.1% | -22.7% | +7.6% | -1.4% |
| 6M | +51.7% | -10.7% | +62.4% | +60.6% |
| YTD | +200.0% | +25.4% | +174.6% | +150.9% |
| 1Y | +172.1% | +34.2% | +138.0% | +116.3% |
| All | +429.3% | +102.3% | +327.0% | +250.6% |
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 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