+235.7%
DIA vs EFA
+147.0%
+88.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | +2.1% | +2.2% | -0.1% | +0.2% |
| 30D | +1.5% | +1.4% | +0.1% | +0.3% |
| 3M | -2.4% | -4.2% | +1.7% | +1.2% |
| 6M | +6.0% | +1.9% | +4.0% | +4.0% |
| YTD | +10.1% | +10.2% | -0.1% | +0.4% |
| 1Y | +11.8% | +12.8% | -1.0% | -0.1% |
| 3Y | +59.7% | +65.2% | -5.5% | +0.1% |
| 5Y | +57.9% | +49.8% | +8.0% | +7.9% |
| All | +235.7% | +147.0% | +88.7% | +53.2% |
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 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