+376.6%
EFA vs DRI
+2,439.5%
-2,062.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.2% | +1.1% | +1.2% | +2.0% |
| 30D | +1.4% | +9.7% | -8.3% | -1.2% |
| 3M | -4.2% | +3.2% | -7.3% | -5.2% |
| 6M | +1.9% | +20.6% | -18.7% | -3.8% |
| YTD | +10.2% | +28.3% | -18.1% | +1.8% |
| 1Y | +12.8% | +34.5% | -21.8% | +2.8% |
| 3Y | +65.2% | +66.5% | -1.3% | +39.4% |
| 5Y | +49.8% | +79.6% | -29.8% | +22.2% |
| 10Y | +145.2% | +333.8% | -188.6% | +39.9% |
| All | +376.6% | +2,439.5% | -2,062.9% | +47.6% |
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