+388.2%
EFA vs DHI
+2,238.8%
-1,850.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -1.5% | -3.4% | +1.9% | -0.7% |
| 30D | -1.7% | -5.4% | +3.8% | -0.4% |
| 3M | +3.5% | -10.4% | +13.9% | +5.9% |
| 6M | +9.5% | -2.8% | +12.2% | +9.6% |
| YTD | +12.9% | -3.4% | +16.3% | +12.8% |
| 1Y | +18.2% | -22.9% | +41.1% | +24.1% |
| 3Y | +64.8% | +20.7% | +44.2% | +51.4% |
| 5Y | +53.9% | +62.1% | -8.2% | +28.6% |
| 10Y | +144.8% | +410.4% | -265.7% | +46.7% |
| All | +388.2% | +2,238.8% | -1,850.6% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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