+106.2%
EFA vs DOW
-15.4%
+121.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +1.2% | -2.9% | +4.1% | +1.9% |
| 30D | -0.7% | +2.0% | -2.7% | -1.5% |
| 3M | +6.4% | -12.5% | +18.9% | +9.7% |
| 6M | +11.4% | -9.2% | +20.6% | +11.7% |
| YTD | +14.0% | +30.8% | -16.8% | +1.4% |
| 1Y | +20.2% | +29.4% | -9.2% | +6.2% |
| 3Y | +68.2% | -34.6% | +102.8% | +81.7% |
| 5Y | +54.8% | -35.9% | +90.8% | +65.9% |
| All | +106.2% | -15.4% | +121.6% | +74.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling