+4,770.1%
DELL vs EFV
+170.3%
+4,599.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.6% |
| 7D | +25.6% | +1.0% | +24.6% | +24.5% |
| 30D | +17.7% | +0.2% | +17.5% | +17.6% |
| 3M | +33.4% | +9.6% | +23.8% | +21.9% |
| 6M | +266.2% | +14.0% | +252.2% | +221.3% |
| YTD | +328.0% | +18.5% | +309.5% | +261.7% |
| 1Y | +339.6% | +27.9% | +311.7% | +244.3% |
| 3Y | +694.6% | +92.4% | +602.2% | +315.8% |
| 5Y | +1,122.0% | +97.2% | +1,024.8% | +523.1% |
| 10Y | +4,062.5% | +163.0% | +3,899.5% | +1,634.8% |
| All | +4,770.1% | +170.3% | +4,599.8% | +1,896.3% |
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