+375.9%
EFA vs DAR
+7,281.3%
-6,905.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | +1.3% | +9.2% | -7.9% | -0.1% |
| 30D | +0.5% | -12.3% | +12.8% | +2.4% |
| 3M | -4.1% | -12.7% | +8.6% | -2.4% |
| 6M | +2.4% | -12.8% | +15.2% | +4.0% |
| YTD | +10.0% | +53.8% | -43.8% | +2.2% |
| 1Y | +11.4% | +60.3% | -48.9% | +2.7% |
| 3Y | +65.4% | +31.7% | +33.6% | +53.3% |
| 5Y | +49.6% | -27.7% | +77.4% | +49.4% |
| 10Y | +144.8% | +309.8% | -165.0% | +83.8% |
| All | +375.9% | +7,281.3% | -6,905.4% | +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