+4,770.1%
DELL vs EFX
+44.9%
+4,725.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +4.9% | +2.8% |
| 7D | +25.6% | -7.8% | +33.4% | +28.7% |
| 30D | +17.7% | -5.7% | +23.4% | +19.3% |
| 3M | +33.4% | +2.5% | +30.9% | +29.1% |
| 6M | +266.2% | -16.7% | +282.9% | +280.1% |
| YTD | +328.0% | -20.2% | +348.2% | +349.3% |
| 1Y | +339.6% | -31.4% | +371.0% | +385.6% |
| 3Y | +694.6% | -10.5% | +705.1% | +676.2% |
| 5Y | +1,122.0% | -35.2% | +1,157.2% | +1,202.9% |
| 10Y | +4,062.5% | +40.2% | +4,022.3% | +3,167.3% |
| All | +4,770.1% | +44.9% | +4,725.2% | +3,672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling