+4,404.4%
DELL vs EFV
+169.9%
+4,234.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +10.9% |
| 7D | +8.2% | -0.8% | +9.0% | +9.2% |
| 30D | +17.1% | +0.6% | +16.5% | +16.6% |
| 3M | +45.2% | +7.5% | +37.6% | +35.2% |
| 6M | +286.8% | +13.0% | +273.7% | +242.7% |
| YTD | +354.8% | +18.3% | +336.5% | +285.2% |
| 1Y | +358.3% | +26.7% | +331.5% | +262.5% |
| 3Y | +724.9% | +89.6% | +635.3% | +338.1% |
| 5Y | +1,193.7% | +98.2% | +1,095.5% | +556.4% |
| All | +4,404.4% | +169.9% | +4,234.5% | +1,750.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling