+45.8%
EFA vs DAL
+101.3%
-55.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.3% |
| 7D | -1.4% | +8.8% | -10.2% | -3.4% |
| 30D | -1.2% | +5.4% | -6.6% | -2.5% |
| 3M | -5.1% | -4.9% | -0.2% | -4.2% |
| 6M | -1.2% | +19.8% | -21.1% | -5.9% |
| YTD | +7.8% | +27.0% | -19.2% | +0.8% |
| 1Y | +12.2% | +52.5% | -40.3% | +0.4% |
| 3Y | +61.5% | +173.8% | -112.3% | +17.1% |
| All | +45.8% | +101.3% | -55.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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