+395.7%
EFA vs D
+486.8%
-91.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.8% |
| 7D | +0.6% | +0.4% | +0.1% | +0.4% |
| 30D | +0.9% | -3.6% | +4.4% | +2.4% |
| 3M | +4.9% | -1.0% | +5.9% | +5.1% |
| 6M | +8.6% | +6.3% | +2.3% | +5.0% |
| YTD | +14.6% | +14.7% | -0.1% | +6.9% |
| 1Y | +22.6% | +16.9% | +5.7% | +13.0% |
| 3Y | +66.5% | +56.8% | +9.7% | +30.2% |
| 5Y | +54.5% | +5.2% | +49.3% | +43.3% |
| 10Y | +144.8% | +35.9% | +108.9% | +83.3% |
| All | +395.7% | +486.8% | -91.1% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling