+144.4%
EFA vs D
+34.1%
+110.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -0.5% | -0.4% | 0.0% | -0.4% |
| 30D | -1.3% | -2.1% | +0.7% | -0.8% |
| 3M | +5.2% | -0.7% | +5.9% | +5.3% |
| 6M | +9.4% | +5.6% | +3.8% | +7.4% |
| YTD | +12.7% | +14.6% | -1.8% | +8.3% |
| 1Y | +19.3% | +15.3% | +3.9% | +14.2% |
| 3Y | +66.3% | +59.1% | +7.2% | +43.6% |
| 5Y | +53.4% | +3.9% | +49.4% | +48.8% |
| 10Y | +144.4% | +38.5% | +105.9% | +121.3% |
| All | +144.4% | +34.1% | +110.4% | +121.3% |
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