-8.9%
DASH vs EFA
+71.5%
-80.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.3% |
| 7D | -4.1% | +1.3% | -5.4% | -5.8% |
| 30D | -10.6% | +0.5% | -11.1% | -10.9% |
| 3M | -18.8% | -4.1% | -14.6% | -13.6% |
| 6M | +11.2% | +2.4% | +8.8% | +7.4% |
| YTD | -23.8% | +10.0% | -33.8% | -34.7% |
| 1Y | -12.2% | +11.4% | -23.6% | -26.2% |
| 3Y | +97.3% | +65.4% | +31.9% | -15.4% |
| 5Y | -29.8% | +49.6% | -79.4% | -65.0% |
| All | -8.9% | +71.5% | -80.5% | -57.0% |
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