+106.0%
EFA vs DT
+97.2%
+8.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | +1.2% | -4.9% | +6.1% | +2.0% |
| 30D | -0.7% | +2.7% | -3.4% | -1.3% |
| 3M | +6.4% | +20.0% | -13.6% | +2.6% |
| 6M | +11.4% | +28.0% | -16.6% | +5.4% |
| YTD | +14.0% | +16.0% | -2.0% | +9.5% |
| 1Y | +20.2% | +0.7% | +19.5% | +18.3% |
| 3Y | +68.2% | +6.2% | +62.0% | +61.3% |
| 5Y | +54.8% | -28.1% | +82.9% | +53.4% |
| All | +106.0% | +97.2% | +8.8% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling