+636.7%
DELL vs FTI
+264.2%
+372.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -4.1% |
| 7D | -1.9% | -5.6% | +3.7% | +0.7% |
| 30D | +14.9% | +0.4% | +14.5% | +14.8% |
| 3M | +37.2% | +8.1% | +29.1% | +32.3% |
| 6M | +254.0% | +16.7% | +237.3% | +227.4% |
| YTD | +306.1% | +70.0% | +236.2% | +212.3% |
| 1Y | +312.3% | +85.4% | +226.8% | +201.4% |
| All | +636.7% | +264.2% | +372.5% | +302.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling