-36.6%
DT vs EFV
+93.2%
-129.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | +3.1% | +2.5% | +0.6% | +1.0% |
| 30D | -29.5% | +2.9% | -32.5% | -31.1% |
| 3M | -11.7% | -1.4% | -10.3% | -10.8% |
| 6M | +29.0% | +5.5% | +23.5% | +22.9% |
| YTD | +3.4% | +16.1% | -12.7% | -11.2% |
| 1Y | -4.2% | +20.3% | -24.5% | -20.6% |
| 3Y | -12.8% | +90.4% | -103.3% | -56.1% |
| All | -36.6% | +93.2% | -129.8% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling