+41.7%
DELL vs FTV
+13.2%
+28.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.2% |
| 7D | +4.9% | +3.9% | +1.0% | +4.9% |
| 30D | -32.1% | +18.7% | -50.7% | -30.1% |
| 3M | -30.2% | +10.0% | -40.3% | -30.8% |
| 6M | +41.7% | +14.6% | +27.1% | +53.8% |
| All | +41.7% | +13.2% | +28.5% | +53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling