+1,055.3%
DELL vs EFX
-37.1%
+1,092.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -1.9% | -11.1% | +9.2% | +1.4% |
| 30D | +14.9% | -7.4% | +22.3% | +16.9% |
| 3M | +37.2% | +1.5% | +35.7% | +33.0% |
| 6M | +254.0% | -13.7% | +267.7% | +262.6% |
| YTD | +306.1% | -21.9% | +328.0% | +330.2% |
| 1Y | +312.3% | -30.8% | +343.1% | +355.5% |
| 3Y | +654.0% | -12.4% | +666.4% | +637.9% |
| 5Y | +1,055.3% | -35.9% | +1,091.3% | +1,098.6% |
| All | +1,055.3% | -37.1% | +1,092.4% | +1,098.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling