+121.4%
DAL vs EFV
+161.2%
-39.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | +2.3% | -1.0% | +3.3% | +3.8% |
| 30D | +14.3% | +3.1% | +11.2% | +9.9% |
| 3M | +1.3% | -1.2% | +2.5% | +3.3% |
| 6M | +29.3% | +5.6% | +23.6% | +20.3% |
| YTD | +33.0% | +15.8% | +17.2% | +8.7% |
| 1Y | +59.8% | +20.0% | +39.8% | +24.6% |
| 3Y | +177.2% | +91.0% | +86.2% | +13.1% |
| 5Y | +118.4% | +93.7% | +24.7% | -10.8% |
| 10Y | +121.4% | +160.9% | -39.5% | -38.9% |
| All | +121.4% | +161.2% | -39.8% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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