+319.1%
DELL vs FTV
+21.5%
+297.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +14.9% | -4.6% | +19.5% | +16.1% |
| 30D | +13.3% | -7.2% | +20.5% | +15.0% |
| 3M | +24.4% | -7.3% | +31.7% | +26.3% |
| 6M | +258.0% | -1.6% | +259.6% | +254.7% |
| YTD | +320.2% | +3.3% | +316.8% | +304.9% |
| 1Y | +319.1% | +20.2% | +298.9% | +282.5% |
| All | +319.1% | +21.5% | +297.5% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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