+351.3%
DAL vs EFV
+129.7%
+221.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +0.1% | +1.5% | -1.4% | -1.4% |
| 30D | -13.9% | +1.7% | -15.7% | -15.4% |
| 3M | +1.1% | +8.6% | -7.6% | -7.2% |
| 6M | +26.2% | +11.7% | +14.6% | +13.1% |
| YTD | +16.4% | +19.3% | -2.8% | -2.7% |
| 1Y | +33.9% | +30.2% | +3.6% | +2.3% |
| 3Y | +93.4% | +91.6% | +1.8% | +0.4% |
| 5Y | +106.4% | +96.4% | +10.0% | +6.8% |
| 10Y | +143.0% | +166.5% | -23.5% | 0.0% |
| All | +351.3% | +129.7% | +221.6% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling