+52.4%
EFA vs DOW
-36.0%
+88.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | -2.2% | -4.1% | +1.8% | -1.6% |
| 3M | +5.7% | -12.4% | +18.1% | +8.2% |
| 6M | +8.2% | -10.6% | +18.8% | +8.6% |
| YTD | +11.8% | +31.1% | -19.3% | +0.4% |
| 1Y | +18.3% | +30.5% | -12.2% | +5.5% |
| 3Y | +64.9% | -34.4% | +99.3% | +82.1% |
| 5Y | +52.4% | -35.5% | +87.9% | +65.1% |
| All | +52.4% | -36.0% | +88.4% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling