+3,047.2%
DELL vs FTV
+109.5%
+2,937.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.2% |
| 7D | +4.9% | +3.9% | +1.0% | +2.5% |
| 30D | -32.1% | +18.7% | -50.7% | -38.9% |
| 3M | -30.2% | +10.0% | -40.3% | -34.2% |
| 6M | +41.7% | +14.6% | +27.1% | +28.4% |
| YTD | +176.6% | +23.4% | +153.2% | +137.1% |
| 1Y | +159.9% | +31.3% | +128.6% | +114.1% |
| 3Y | +388.0% | +39.8% | +348.2% | +288.9% |
| 5Y | +578.2% | +17.7% | +560.5% | +488.5% |
| 10Y | +2,653.4% | +110.2% | +2,543.2% | +1,654.9% |
| All | +3,047.2% | +109.5% | +2,937.7% | +1,905.8% |
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 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