+569.8%
DELL vs FFIV
+35.3%
+534.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.7% | -4.5% | -5.4% |
| 7D | +4.9% | -0.5% | +5.4% | +5.5% |
| 30D | -32.1% | -32.4% | +0.3% | -13.8% |
| 3M | -30.2% | -25.7% | -4.5% | -16.7% |
| 6M | +41.7% | -13.5% | +55.2% | +53.7% |
| YTD | +176.6% | +21.1% | +155.5% | +139.7% |
| 1Y | +159.9% | +29.4% | +130.5% | +115.1% |
| 3Y | +388.0% | +94.9% | +293.1% | +213.1% |
| All | +569.8% | +35.3% | +534.5% | +383.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling