-5.9%
DASH vs EFA
+72.1%
-78.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | -2.8% | +1.2% | -4.0% | -4.1% |
| 30D | -9.3% | +0.9% | -10.2% | -10.1% |
| 3M | -15.1% | -3.4% | -11.7% | -10.7% |
| 6M | +8.7% | +2.0% | +6.8% | +5.7% |
| YTD | -21.3% | +10.4% | -31.7% | -32.8% |
| 1Y | -12.7% | +13.3% | -25.9% | -28.4% |
| 3Y | +103.8% | +65.9% | +37.8% | -13.0% |
| 5Y | -16.8% | +51.5% | -68.3% | -59.0% |
| All | -5.9% | +72.1% | -78.1% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling