+146.5%
EFA vs D
+48.0%
+98.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +2.2% | -1.4% | +3.6% | +2.6% |
| 30D | +1.4% | +7.7% | -6.4% | -0.6% |
| 3M | -4.2% | -0.3% | -3.9% | -4.2% |
| 6M | +1.9% | +10.1% | -8.1% | -1.0% |
| YTD | +10.2% | +19.1% | -8.9% | +4.7% |
| 1Y | +12.8% | +15.9% | -3.1% | +7.8% |
| 3Y | +65.2% | +75.0% | -9.8% | +39.1% |
| 5Y | +49.8% | +13.4% | +36.5% | +41.9% |
| All | +146.5% | +48.0% | +98.5% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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