+11.7%
DASH vs EFA
+78.7%
-67.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.8% |
| 7D | -10.6% | +0.6% | -11.1% | -11.3% |
| 30D | +2.2% | +0.9% | +1.3% | +0.9% |
| 3M | +32.3% | +4.9% | +27.4% | +23.5% |
| 6M | +19.1% | +8.6% | +10.6% | +4.8% |
| YTD | -6.5% | +14.6% | -21.1% | -24.6% |
| 1Y | -14.9% | +22.6% | -37.5% | -38.0% |
| 3Y | +151.9% | +66.5% | +85.4% | +8.6% |
| 5Y | +9.4% | +54.5% | -45.1% | -48.3% |
| All | +11.7% | +78.7% | -67.0% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling