+142.8%
EFA vs DRI
+353.8%
-211.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.7% |
| 7D | -1.5% | -3.2% | +1.7% | -0.8% |
| 30D | -1.7% | -7.8% | +6.2% | +0.2% |
| 3M | +3.5% | +0.4% | +3.1% | +3.1% |
| 6M | +9.5% | +4.8% | +4.7% | +7.8% |
| YTD | +12.9% | +16.7% | -3.9% | +8.0% |
| 1Y | +18.2% | +1.5% | +16.7% | +16.7% |
| 3Y | +64.8% | +56.3% | +8.6% | +44.7% |
| 5Y | +53.9% | +66.4% | -12.5% | +31.4% |
| All | +142.8% | +353.8% | -211.1% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling