+383.4%
EFA vs DE
+4,851.6%
-4,468.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | -2.4% | 0.0% | -1.4% |
| 30D | -2.2% | +9.7% | -12.0% | -6.1% |
| 3M | +5.7% | +21.4% | -15.7% | -2.7% |
| 6M | +8.2% | +15.0% | -6.8% | +1.2% |
| YTD | +11.8% | +46.4% | -34.7% | -5.7% |
| 1Y | +18.3% | +45.6% | -27.3% | -0.3% |
| 3Y | +64.9% | +76.8% | -11.8% | +25.5% |
| 5Y | +52.4% | +99.4% | -47.0% | +6.1% |
| 10Y | +142.4% | +864.6% | -722.2% | -20.5% |
| All | +383.4% | +4,851.6% | -4,468.2% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling