+63.2%
EFA vs DD
+41.5%
+21.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -2.4% | -2.9% | +0.5% | -1.5% |
| 30D | -2.2% | -11.5% | +9.2% | +1.2% |
| 3M | +5.7% | -5.4% | +11.1% | +7.2% |
| 6M | +8.2% | -6.9% | +15.1% | +10.0% |
| YTD | +11.8% | +6.9% | +4.9% | +9.2% |
| 1Y | +18.3% | +35.6% | -17.3% | +7.8% |
| All | +63.2% | +41.5% | +21.7% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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