+4,404.4%
DELL vs EFX
+42.6%
+4,361.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +11.8% |
| 7D | +8.2% | -4.5% | +12.8% | +9.8% |
| 30D | +17.1% | -6.1% | +23.2% | +18.9% |
| 3M | +45.2% | +6.2% | +39.0% | +38.7% |
| 6M | +286.8% | -11.2% | +298.0% | +292.1% |
| YTD | +354.8% | -21.4% | +376.2% | +379.8% |
| 1Y | +358.3% | -34.3% | +392.6% | +414.6% |
| 3Y | +724.9% | -12.5% | +737.4% | +712.0% |
| 5Y | +1,193.7% | -35.6% | +1,229.3% | +1,281.2% |
| All | +4,404.4% | +42.6% | +4,361.9% | +3,380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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