+55.7%
EFA vs D
+7.9%
+47.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +0.6% | +1.5% | -0.9% | +0.3% |
| 30D | +0.9% | -2.6% | +3.4% | +1.4% |
| 3M | +4.9% | 0.0% | +4.9% | +4.8% |
| 6M | +8.6% | +7.4% | +1.2% | +6.7% |
| YTD | +14.6% | +15.9% | -1.3% | +10.9% |
| 1Y | +22.6% | +18.1% | +4.5% | +18.0% |
| 3Y | +66.5% | +58.4% | +8.1% | +49.1% |
| All | +55.7% | +7.9% | +47.7% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling