+87.8%
DT vs EFV
+130.3%
-42.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | +3.1% | +2.5% | +0.6% | +0.9% |
| 30D | -29.5% | +2.9% | -32.5% | -31.2% |
| 3M | -11.7% | -1.4% | -10.3% | -10.7% |
| 6M | +29.0% | +5.5% | +23.5% | +22.5% |
| YTD | +3.4% | +16.1% | -12.7% | -11.3% |
| 1Y | -4.2% | +20.3% | -24.5% | -20.6% |
| 3Y | -12.8% | +90.4% | -103.3% | -54.0% |
| 5Y | -39.6% | +93.5% | -133.1% | -68.5% |
| All | +87.8% | +130.3% | -42.4% | -18.5% |
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