+114.1%
DT vs EFV
+134.7%
-20.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.6% |
| 7D | -1.6% | -0.8% | -0.8% | -0.9% |
| 30D | +3.0% | +0.6% | +2.4% | +2.4% |
| 3M | +26.5% | +7.5% | +19.0% | +18.5% |
| 6M | +35.9% | +13.0% | +22.9% | +20.6% |
| YTD | +17.8% | +18.3% | -0.5% | -0.5% |
| 1Y | +4.1% | +26.7% | -22.7% | -17.8% |
| 3Y | +5.3% | +89.6% | -84.3% | -44.0% |
| 5Y | -27.2% | +98.2% | -125.4% | -62.8% |
| All | +114.1% | +134.7% | -20.6% | -8.5% |
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