+57.2%
EFA vs DUOL
-1.5%
+58.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.8% |
| 7D | -0.5% | -11.8% | +11.3% | +0.4% |
| 30D | -1.3% | +1.5% | -2.8% | -1.6% |
| 3M | +5.2% | +18.1% | -12.9% | +3.4% |
| 6M | +9.4% | +38.7% | -29.3% | +5.8% |
| YTD | +12.7% | -20.7% | +33.4% | +13.8% |
| 1Y | +19.3% | -49.1% | +68.4% | +24.1% |
| 3Y | +66.3% | -11.0% | +77.4% | +60.0% |
| 5Y | +53.4% | -18.0% | +71.3% | +39.5% |
| All | +57.2% | -1.5% | +58.7% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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