+387.6%
EFA vs DTE
+909.7%
-522.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.3% | -0.5% | -0.8% | -1.1% |
| 3M | +5.2% | -6.0% | +11.2% | +8.2% |
| 6M | +9.4% | -7.2% | +16.6% | +12.8% |
| YTD | +12.7% | +7.2% | +5.6% | +7.9% |
| 1Y | +19.3% | +4.1% | +15.2% | +15.7% |
| 3Y | +66.3% | +46.9% | +19.5% | +32.7% |
| 5Y | +53.4% | +32.9% | +20.4% | +26.7% |
| 10Y | +144.4% | +144.5% | 0.0% | +32.9% |
| All | +387.6% | +909.7% | -522.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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