+392.2%
DAL vs EFV
+118.0%
+274.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.6% |
| 7D | +8.8% | -0.7% | +9.5% | +9.7% |
| 30D | +5.4% | +0.9% | +4.5% | +4.6% |
| 3M | -4.9% | -3.6% | -1.4% | -1.1% |
| 6M | +19.8% | +2.5% | +17.3% | +17.2% |
| YTD | +27.0% | +13.2% | +13.8% | +12.3% |
| 1Y | +52.5% | +20.3% | +32.1% | +26.7% |
| 3Y | +173.8% | +84.9% | +88.9% | +47.6% |
| 5Y | +104.5% | +87.7% | +16.8% | +11.3% |
| 10Y | +129.7% | +160.7% | -31.0% | -2.7% |
| All | +392.2% | +118.0% | +274.3% | +132.4% |
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