-17.2%
DASH vs EFA
+16.9%
-34.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.8% | +6.5% |
| 7D | +17.2% | +2.0% | +15.2% | +15.6% |
| 30D | +3.6% | +1.6% | +1.9% | +2.4% |
| 3M | -1.9% | -1.5% | -0.4% | -1.1% |
| 6M | +15.1% | +6.6% | +8.4% | +10.1% |
| YTD | -12.3% | +11.8% | -24.1% | -19.3% |
| 1Y | -17.2% | +16.9% | -34.1% | -27.4% |
| All | -17.2% | +16.9% | -34.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling