+44.0%
DLTR vs FFIV
+238.2%
-194.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -9.4% | +1.6% | -11.1% | -9.8% |
| 30D | -7.3% | -3.7% | -3.6% | -6.8% |
| 3M | +7.6% | +2.0% | +5.6% | +6.3% |
| 6M | +1.6% | +39.3% | -37.7% | -8.0% |
| YTD | -3.5% | +56.1% | -59.6% | -15.8% |
| 1Y | +20.0% | +22.0% | -1.9% | +11.8% |
| 3Y | +2.3% | +148.2% | -145.9% | -23.6% |
| 5Y | +31.5% | +96.3% | -64.8% | +3.0% |
| All | +44.0% | +238.2% | -194.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling