+16.9%
EFA vs DOW
+50.2%
-33.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.4% |
| 7D | +2.0% | -4.2% | +6.2% | +1.8% |
| 30D | +1.6% | +14.7% | -13.1% | +2.2% |
| 3M | -1.5% | +9.1% | -10.6% | -1.1% |
| 6M | +6.6% | -17.7% | +24.3% | +6.7% |
| YTD | +11.8% | +44.6% | -32.8% | +5.1% |
| 1Y | +16.9% | +51.9% | -35.0% | +8.7% |
| All | +16.9% | +50.2% | -33.4% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling