+216.4%
EFA vs DG
+577.8%
-361.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.1% |
| 7D | +1.2% | -2.5% | +3.6% | +1.6% |
| 30D | -0.7% | +1.0% | -1.7% | -1.0% |
| 3M | +6.4% | +20.3% | -13.9% | +3.1% |
| 6M | +11.4% | -11.7% | +23.1% | +13.0% |
| YTD | +14.0% | -2.3% | +16.3% | +13.7% |
| 1Y | +20.2% | +20.0% | +0.2% | +15.6% |
| 3Y | +68.2% | +7.2% | +61.0% | +59.8% |
| 5Y | +54.8% | -37.9% | +92.7% | +61.4% |
| 10Y | +142.4% | +107.3% | +35.1% | +94.4% |
| All | +216.4% | +577.8% | -361.4% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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