+53.7%
EFA vs DLR
+41.8%
+11.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.5% | +2.9% | -3.4% | -1.2% |
| 30D | -1.3% | -1.2% | -0.2% | -1.1% |
| 3M | +5.2% | +2.9% | +2.3% | +4.0% |
| 6M | +9.4% | +6.7% | +2.7% | +7.1% |
| YTD | +12.7% | +23.9% | -11.1% | +6.1% |
| 1Y | +19.3% | +18.6% | +0.6% | +13.2% |
| 3Y | +66.3% | +59.7% | +6.7% | +43.1% |
| All | +53.7% | +41.8% | +11.9% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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