+52.7%
EFA vs DE
+97.2%
-44.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.5% | -2.6% | +1.0% | -0.9% |
| 30D | -1.7% | +9.0% | -10.7% | -3.8% |
| 3M | +3.5% | +19.1% | -15.6% | -1.1% |
| 6M | +9.5% | +14.4% | -4.9% | +5.4% |
| YTD | +12.9% | +45.9% | -33.1% | +1.7% |
| 1Y | +18.2% | +43.6% | -25.4% | +6.7% |
| 3Y | +64.8% | +75.9% | -11.0% | +39.2% |
| All | +52.7% | +97.2% | -44.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 5y: compounded portfolio wealth divided by compounded DE 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…
5y analysis · Full analysis span regression · 6 months rolling