+4,770.1%
DELL vs FTV
+74.3%
+4,695.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.3% |
| 7D | +25.6% | -0.4% | +26.0% | +25.9% |
| 30D | +17.7% | -8.3% | +26.0% | +24.1% |
| 3M | +33.4% | -7.4% | +40.8% | +38.3% |
| 6M | +266.2% | -1.2% | +267.4% | +261.8% |
| YTD | +328.0% | +2.7% | +325.3% | +310.8% |
| 1Y | +339.6% | +18.4% | +321.1% | +283.5% |
| 3Y | +694.6% | -2.0% | +696.6% | +683.9% |
| 5Y | +1,122.0% | +3.4% | +1,118.6% | +1,049.5% |
| 10Y | +4,062.5% | +78.5% | +3,984.0% | +2,863.2% |
| All | +4,770.1% | +74.3% | +4,695.8% | +3,375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling