+358.3%
DELL vs FTI
+89.7%
+268.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.7% |
| 7D | +8.2% | -4.4% | +12.6% | +9.3% |
| 30D | +17.1% | +1.5% | +15.6% | +17.0% |
| 3M | +45.2% | +8.2% | +37.0% | +44.2% |
| 6M | +286.8% | +18.8% | +267.9% | +277.3% |
| YTD | +354.8% | +71.7% | +283.1% | +319.1% |
| 1Y | +358.3% | +90.0% | +268.2% | +321.7% |
| All | +358.3% | +89.7% | +268.6% | +321.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling