+3,200.0%
DELL vs FND
+56.5%
+3,143.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.7% |
| 7D | +8.2% | -5.8% | +14.0% | +9.8% |
| 30D | +17.1% | -20.2% | +37.3% | +23.8% |
| 3M | +45.2% | -12.0% | +57.1% | +48.5% |
| 6M | +286.8% | -18.5% | +305.3% | +300.3% |
| YTD | +354.8% | -22.3% | +377.0% | +374.3% |
| 1Y | +358.3% | -47.6% | +405.9% | +427.6% |
| 3Y | +724.9% | -49.8% | +774.7% | +829.6% |
| 5Y | +1,193.7% | -63.0% | +1,256.7% | +1,390.7% |
| All | +3,200.0% | +56.5% | +3,143.5% | +2,862.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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