+244.3%
DIA vs EFV
+167.0%
+77.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -3.0% | -2.0% | -1.0% | -1.4% |
| 30D | -3.0% | -0.2% | -2.8% | -2.8% |
| 3M | +4.5% | +9.1% | -4.6% | -2.8% |
| 6M | +9.8% | +11.7% | -1.9% | 0.0% |
| YTD | +9.3% | +17.0% | -7.8% | -4.5% |
| 1Y | +16.0% | +26.7% | -10.7% | -5.1% |
| 3Y | +57.7% | +90.2% | -32.4% | -9.4% |
| 5Y | +63.8% | +96.1% | -32.3% | -9.3% |
| All | +244.3% | +167.0% | +77.3% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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