+395.7%
EFA vs DRI
+2,288.4%
-1,892.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +0.9% | +3.8% | -3.0% | -0.3% |
| 3M | +4.9% | +13.0% | -8.1% | +1.0% |
| 6M | +8.6% | +8.3% | +0.3% | +5.6% |
| YTD | +14.6% | +20.6% | -6.0% | +7.9% |
| 1Y | +22.6% | +6.5% | +16.2% | +19.2% |
| 3Y | +66.5% | +53.7% | +12.8% | +43.8% |
| 5Y | +54.5% | +72.7% | -18.1% | +27.4% |
| 10Y | +144.8% | +363.2% | -218.4% | +36.7% |
| All | +395.7% | +2,288.4% | -1,892.7% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling