+140.4%
EFA vs AR
+44.6%
+95.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | -1.3% | -1.0% | -2.3% |
| 30D | -2.2% | +3.5% | -5.8% | -2.5% |
| 3M | +5.7% | +9.9% | -4.2% | +4.7% |
| 6M | +8.2% | +4.5% | +3.6% | +7.4% |
| YTD | +11.8% | +13.7% | -1.9% | +10.0% |
| 1Y | +18.3% | +19.2% | -0.9% | +15.7% |
| 3Y | +64.9% | +46.2% | +18.8% | +56.8% |
| 5Y | +52.4% | +145.9% | -93.5% | +37.1% |
| All | +140.4% | +44.6% | +95.8% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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