+4,404.4%
DELL vs FTI
+305.3%
+4,099.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.7% |
| 7D | +8.2% | -4.4% | +12.6% | +9.5% |
| 30D | +17.1% | +1.5% | +15.6% | +16.7% |
| 3M | +45.2% | +8.2% | +37.0% | +42.0% |
| 6M | +286.8% | +18.8% | +267.9% | +268.5% |
| YTD | +354.8% | +71.7% | +283.1% | +292.9% |
| 1Y | +358.3% | +90.0% | +268.2% | +284.3% |
| 3Y | +724.9% | +270.5% | +454.4% | +483.3% |
| 5Y | +1,193.7% | +1,084.5% | +109.2% | +576.2% |
| All | +4,404.4% | +305.3% | +4,099.2% | +2,383.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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