+65.2%
EFA vs DT
-11.4%
+76.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.2% | +3.1% | -0.9% | +1.9% |
| 30D | +1.4% | -29.5% | +30.9% | +4.5% |
| 3M | -4.2% | -11.7% | +7.6% | -3.4% |
| 6M | +1.9% | +29.0% | -27.1% | -1.7% |
| YTD | +10.2% | +3.4% | +6.8% | +9.2% |
| 1Y | +12.8% | -4.2% | +17.0% | +13.2% |
| 3Y | +65.2% | -12.8% | +78.0% | +62.2% |
| All | +65.2% | -11.4% | +76.6% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling