+67.6%
EFA vs D
+71.1%
-3.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | +1.2% | +0.8% | +0.4% | +1.1% |
| 30D | +1.5% | +10.7% | -9.2% | -0.2% |
| 3M | -3.3% | +2.3% | -5.6% | -3.7% |
| 6M | +2.6% | +12.5% | -9.9% | +0.3% |
| YTD | +11.0% | +20.1% | -9.1% | +7.2% |
| 1Y | +15.1% | +15.6% | -0.4% | +11.8% |
| 3Y | +67.6% | +75.2% | -7.5% | +50.6% |
| All | +67.6% | +71.1% | -3.4% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling