-29.3%
DASH vs EFA
+49.5%
-78.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -4.5% | +2.2% | -6.8% | -7.6% |
| 30D | -6.8% | +1.4% | -8.2% | -8.2% |
| 3M | -20.7% | -4.2% | -16.5% | -15.5% |
| 6M | +15.1% | +1.9% | +13.1% | +11.8% |
| YTD | -24.3% | +10.2% | -34.5% | -35.6% |
| 1Y | -12.1% | +12.8% | -24.9% | -28.0% |
| 3Y | +91.1% | +65.2% | +25.9% | -22.3% |
| All | -29.3% | +49.5% | -78.8% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling