+4,782.6%
DELL vs EFA
+143.4%
+4,639.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.5% |
| 7D | +8.7% | -0.5% | +9.2% | +9.3% |
| 30D | +16.9% | -1.3% | +18.2% | +19.0% |
| 3M | +40.4% | +5.2% | +35.2% | +33.2% |
| 6M | +267.1% | +9.4% | +257.7% | +233.5% |
| YTD | +329.1% | +12.7% | +316.4% | +277.1% |
| 1Y | +346.9% | +19.3% | +327.6% | +269.4% |
| 3Y | +696.6% | +66.3% | +630.3% | +362.8% |
| 5Y | +1,106.2% | +53.4% | +1,052.8% | +662.5% |
| 10Y | +4,177.7% | +144.4% | +4,033.3% | +1,692.7% |
| All | +4,782.6% | +143.4% | +4,639.2% | +1,956.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling