+52.7%
EFA vs DLTR
+30.4%
+22.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -1.5% | -10.1% | +8.6% | -0.4% |
| 30D | -1.7% | -8.1% | +6.5% | -0.9% |
| 3M | +3.5% | +2.9% | +0.6% | +3.0% |
| 6M | +9.5% | +4.3% | +5.1% | +8.4% |
| YTD | +12.9% | -3.9% | +16.8% | +12.7% |
| 1Y | +18.2% | +18.9% | -0.7% | +15.2% |
| 3Y | +64.8% | +1.9% | +62.9% | +61.2% |
| All | +52.7% | +30.4% | +22.3% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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