+20.0%
DLTR vs FFIV
+22.0%
-2.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -9.4% | +1.6% | -11.1% | -9.4% |
| 30D | -7.3% | -3.7% | -3.6% | -7.3% |
| 3M | +7.6% | +2.0% | +5.6% | +7.3% |
| 6M | +1.6% | +39.3% | -37.7% | -1.2% |
| YTD | -3.5% | +56.1% | -59.6% | -8.2% |
| 1Y | +20.0% | +22.0% | -1.9% | +19.2% |
| All | +20.0% | +22.0% | -2.0% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling