+68.2%
EFA vs DRI
+56.7%
+11.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | +6.4% | +9.5% | -3.1% | +4.5% |
| 6M | +11.4% | +6.5% | +4.9% | +9.8% |
| YTD | +14.0% | +18.4% | -4.4% | +9.9% |
| 1Y | +20.2% | +4.2% | +16.0% | +18.6% |
| 3Y | +68.2% | +57.1% | +11.1% | +50.3% |
| All | +68.2% | +56.7% | +11.5% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling