+4,404.4%
DELL vs FTV
+80.7%
+4,323.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.6% | +11.8% |
| 7D | +8.2% | -4.0% | +12.2% | +11.0% |
| 30D | +17.1% | -11.0% | +28.1% | +25.9% |
| 3M | +45.2% | -8.4% | +53.6% | +51.8% |
| 6M | +286.8% | -2.6% | +289.3% | +285.3% |
| YTD | +354.8% | -0.6% | +355.4% | +345.5% |
| 1Y | +358.3% | +11.0% | +347.3% | +316.8% |
| 3Y | +724.9% | -6.3% | +731.2% | +736.8% |
| 5Y | +1,193.7% | -1.5% | +1,195.2% | +1,153.5% |
| All | +4,404.4% | +80.7% | +4,323.7% | +3,060.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling