+50.1%
EFA vs DT
-37.8%
+87.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.2% | +3.1% | -0.9% | +1.8% |
| 30D | +1.4% | -29.5% | +30.9% | +6.5% |
| 3M | -4.2% | -11.7% | +7.6% | -2.9% |
| 6M | +1.9% | +29.0% | -27.1% | -3.4% |
| YTD | +10.2% | +3.4% | +6.8% | +7.8% |
| 1Y | +12.8% | -4.2% | +17.0% | +11.8% |
| 3Y | +65.2% | -12.8% | +78.0% | +64.0% |
| All | +50.1% | -37.8% | +87.9% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling