+1,120.6%
DELL vs FTI
+1,145.2%
-24.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +8.7% | -2.3% | +11.1% | +9.5% |
| 30D | +16.9% | +5.0% | +11.9% | +15.1% |
| 3M | +40.4% | +13.8% | +26.6% | +34.5% |
| 6M | +267.1% | +22.9% | +244.2% | +242.1% |
| YTD | +329.1% | +75.0% | +254.1% | +256.2% |
| 1Y | +346.9% | +96.9% | +250.0% | +255.5% |
| 3Y | +696.6% | +276.7% | +419.9% | +424.2% |
| All | +1,120.6% | +1,145.2% | -24.6% | +494.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling