+29.8%
DLTR vs FFIV
+100.0%
-70.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.4% | -5.3% |
| 7D | -10.2% | +3.5% | -13.7% | -10.9% |
| 30D | -8.5% | -1.3% | -7.2% | -8.4% |
| 3M | +5.6% | +2.4% | +3.2% | +4.4% |
| 6M | +2.2% | +41.8% | -39.6% | -7.3% |
| YTD | -3.8% | +58.5% | -62.3% | -15.8% |
| 1Y | +22.9% | +24.3% | -1.4% | +14.8% |
| 3Y | +2.0% | +152.0% | -150.0% | -24.8% |
| 5Y | +29.8% | +99.1% | -69.3% | +2.2% |
| All | +29.8% | +100.0% | -70.2% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling