+376.6%
EFA vs DAR
+7,365.3%
-6,988.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | +2.2% | +11.6% | -9.3% | +0.5% |
| 30D | +1.4% | -10.2% | +11.6% | +3.0% |
| 3M | -4.2% | -14.8% | +10.7% | -2.1% |
| 6M | +1.9% | -10.1% | +12.0% | +3.0% |
| YTD | +10.2% | +55.5% | -45.3% | +2.1% |
| 1Y | +12.8% | +61.7% | -48.9% | +3.8% |
| 3Y | +65.2% | +37.2% | +28.0% | +52.2% |
| 5Y | +49.8% | -26.9% | +76.8% | +49.4% |
| 10Y | +145.2% | +314.4% | -169.3% | +83.8% |
| All | +376.6% | +7,365.3% | -6,988.7% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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