+1,055.3%
DELL vs FTV
-3.0%
+1,058.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -3.8% |
| 7D | -1.9% | -5.2% | +3.3% | +1.6% |
| 30D | +14.9% | -11.5% | +26.4% | +24.5% |
| 3M | +37.2% | -9.0% | +46.3% | +44.3% |
| 6M | +254.0% | -2.0% | +256.0% | +249.6% |
| YTD | +306.1% | -0.9% | +307.1% | +295.6% |
| 1Y | +312.3% | +14.8% | +297.5% | +257.8% |
| 3Y | +654.0% | -5.5% | +659.5% | +655.6% |
| 5Y | +1,055.3% | -1.9% | +1,057.2% | +943.2% |
| All | +1,055.3% | -3.0% | +1,058.3% | +943.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling