+35.3%
DLR vs FTV
+4.3%
+31.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.9% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | -2.2% | -8.3% | +6.1% | +1.4% |
| 3M | +4.7% | -7.4% | +12.1% | +7.9% |
| 6M | +9.0% | -1.2% | +10.2% | +8.8% |
| YTD | +24.1% | +2.7% | +21.5% | +20.4% |
| 1Y | +20.9% | +18.4% | +2.5% | +8.8% |
| 3Y | +60.0% | -2.0% | +62.1% | +55.9% |
| 5Y | +35.3% | +3.4% | +31.9% | +16.5% |
| All | +35.3% | +4.3% | +31.0% | +16.5% |
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