+4,404.4%
DELL vs EFA
+146.6%
+4,257.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +10.8% |
| 7D | +8.2% | -1.5% | +9.8% | +10.3% |
| 30D | +17.1% | -1.7% | +18.7% | +19.7% |
| 3M | +45.2% | +3.5% | +41.7% | +40.3% |
| 6M | +286.8% | +9.5% | +277.3% | +251.4% |
| YTD | +354.8% | +12.9% | +341.9% | +299.6% |
| 1Y | +358.3% | +18.2% | +340.1% | +283.1% |
| 3Y | +724.9% | +64.8% | +660.1% | +384.0% |
| 5Y | +1,193.7% | +53.9% | +1,139.8% | +715.2% |
| All | +4,404.4% | +146.6% | +4,257.9% | +1,779.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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