-12.8%
DT vs EFV
+91.8%
-104.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +3.1% | +2.5% | +0.6% | +2.0% |
| 30D | -29.5% | +2.9% | -32.5% | -30.3% |
| 3M | -11.7% | -1.4% | -10.3% | -11.2% |
| 6M | +29.0% | +5.5% | +23.5% | +25.7% |
| YTD | +3.4% | +16.1% | -12.7% | -6.1% |
| 1Y | -4.2% | +20.3% | -24.5% | -15.3% |
| 3Y | -12.8% | +90.4% | -103.3% | -45.2% |
| All | -12.8% | +91.8% | -104.6% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling