+678.3%
DELL vs FTV
-3.3%
+681.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | +8.7% | -1.3% | +10.0% | +9.6% |
| 30D | +16.9% | -9.5% | +26.4% | +24.3% |
| 3M | +40.4% | -10.9% | +51.3% | +49.5% |
| 6M | +267.1% | -0.6% | +267.7% | +258.0% |
| YTD | +329.1% | +1.4% | +327.7% | +309.3% |
| 1Y | +346.9% | +17.6% | +329.3% | +275.9% |
| All | +678.3% | -3.3% | +681.6% | +687.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling