+247.6%
DIA vs EFA
+146.6%
+101.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.1% |
| 7D | -1.6% | -1.5% | 0.0% | -0.2% |
| 30D | -2.0% | -1.7% | -0.4% | -0.6% |
| 3M | +3.6% | +3.5% | +0.1% | +0.5% |
| 6M | +11.5% | +9.5% | +2.0% | +2.6% |
| YTD | +10.4% | +12.9% | -2.5% | -1.3% |
| 1Y | +15.6% | +18.2% | -2.6% | -0.8% |
| 3Y | +58.9% | +64.8% | -6.0% | 0.0% |
| 5Y | +65.3% | +53.9% | +11.5% | +10.5% |
| All | +247.6% | +146.6% | +101.0% | +55.3% |
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 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