+393.0%
EFA vs DD
+331.0%
+62.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | -0.7% | -7.4% | +6.7% | +2.3% |
| 3M | +6.4% | -6.4% | +12.8% | +9.0% |
| 6M | +11.4% | -2.5% | +13.9% | +11.8% |
| YTD | +14.0% | +10.2% | +3.7% | +8.6% |
| 1Y | +20.2% | +36.9% | -16.7% | +4.4% |
| 3Y | +68.2% | +47.0% | +21.2% | +37.8% |
| 5Y | +54.8% | +63.1% | -8.3% | +19.1% |
| 10Y | +142.4% | +68.2% | +74.2% | +68.6% |
| All | +393.0% | +331.0% | +62.0% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling