+98.6%
DAL vs EFV
+95.4%
+3.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.9% |
| 7D | +0.8% | -0.5% | +1.3% | +1.5% |
| 30D | -11.7% | 0.0% | -11.7% | -11.7% |
| 3M | -2.7% | +8.4% | -11.2% | -12.6% |
| 6M | +30.7% | +12.3% | +18.3% | +12.1% |
| YTD | +14.4% | +17.4% | -3.0% | -7.7% |
| 1Y | +31.2% | +27.1% | +4.1% | -4.8% |
| 3Y | +99.4% | +90.7% | +8.7% | -16.2% |
| 5Y | +98.6% | +95.6% | +2.9% | -18.5% |
| All | +98.6% | +95.4% | +3.2% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling