+104.0%
EFA vs DT
+100.3%
+3.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | -1.7% | +3.0% | -4.7% | -2.3% |
| 3M | +3.5% | +26.5% | -23.0% | -1.1% |
| 6M | +9.5% | +35.9% | -26.5% | +2.4% |
| YTD | +12.9% | +17.8% | -5.0% | +8.1% |
| 1Y | +18.2% | +4.1% | +14.1% | +15.7% |
| 3Y | +64.8% | +5.3% | +59.5% | +58.4% |
| 5Y | +53.9% | -27.2% | +81.1% | +52.2% |
| All | +104.0% | +100.3% | +3.7% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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