+4,770.1%
DELL vs FTI
+324.6%
+4,445.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.4% |
| 7D | +25.6% | -0.2% | +25.8% | +25.7% |
| 30D | +17.7% | +12.3% | +5.3% | +14.1% |
| 3M | +33.4% | +13.8% | +19.7% | +28.8% |
| 6M | +266.2% | +24.3% | +241.9% | +244.5% |
| YTD | +328.0% | +75.8% | +252.2% | +267.2% |
| 1Y | +339.6% | +99.6% | +239.9% | +263.5% |
| 3Y | +694.6% | +278.4% | +416.2% | +457.9% |
| 5Y | +1,122.0% | +1,168.7% | -46.7% | +526.3% |
| 10Y | +4,062.5% | +297.5% | +3,765.0% | +2,157.2% |
| All | +4,770.1% | +324.6% | +4,445.5% | +2,471.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling