+53.4%
EFA vs DRI
+68.4%
-15.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -0.5% | -4.8% | +4.4% | +0.8% |
| 30D | -1.3% | -3.9% | +2.6% | -0.5% |
| 3M | +5.2% | +5.1% | +0.1% | +3.6% |
| 6M | +9.4% | +5.5% | +3.8% | +7.3% |
| YTD | +12.7% | +16.5% | -3.7% | +7.3% |
| 1Y | +19.3% | +2.0% | +17.3% | +17.5% |
| 3Y | +66.3% | +54.5% | +11.8% | +42.2% |
| 5Y | +53.4% | +66.6% | -13.2% | +24.2% |
| All | +53.4% | +68.4% | -15.1% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling