+117.6%
DT vs EFV
+136.7%
-19.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -3.3% | +1.5% | -4.8% | -4.5% |
| 30D | +2.0% | +1.7% | +0.3% | +0.5% |
| 3M | +20.0% | +8.6% | +11.4% | +11.4% |
| 6M | +39.3% | +11.7% | +27.6% | +24.9% |
| YTD | +19.8% | +19.3% | +0.5% | +0.5% |
| 1Y | +4.3% | +30.2% | -25.9% | -19.6% |
| 3Y | +7.7% | +91.6% | -83.9% | -43.3% |
| 5Y | -26.8% | +96.4% | -123.2% | -62.3% |
| All | +117.6% | +136.7% | -19.0% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling