+142.8%
EFA vs DUK
+129.4%
+13.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -1.5% | -0.7% | -0.9% | -1.3% |
| 30D | -1.7% | -2.4% | +0.8% | -0.9% |
| 3M | +3.5% | -3.0% | +6.5% | +4.2% |
| 6M | +9.5% | -6.6% | +16.0% | +11.4% |
| YTD | +12.9% | +4.6% | +8.3% | +10.7% |
| 1Y | +18.2% | +1.2% | +17.0% | +16.9% |
| 3Y | +64.8% | +45.7% | +19.2% | +42.2% |
| 5Y | +53.9% | +40.3% | +13.6% | +33.1% |
| All | +142.8% | +129.4% | +13.3% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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