-20.0%
DASH vs EFA
+20.5%
-40.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.0% |
| 7D | -11.2% | +1.2% | -12.4% | -11.8% |
| 30D | -7.3% | -0.7% | -6.6% | -6.9% |
| 3M | +31.4% | +6.4% | +25.0% | +26.4% |
| 6M | +11.9% | +11.4% | +0.5% | +3.7% |
| YTD | -11.5% | +14.0% | -25.5% | -20.5% |
| 1Y | -20.0% | +20.2% | -40.2% | -32.6% |
| All | -20.0% | +20.5% | -40.6% | -32.6% |
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