+18.3%
EFA vs AR
+22.8%
-4.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -2.4% | -1.3% | -1.0% | -2.4% |
| 30D | -2.2% | +3.5% | -5.8% | -2.0% |
| 3M | +5.7% | +9.9% | -4.2% | +6.5% |
| 6M | +8.2% | +4.5% | +3.6% | +8.2% |
| YTD | +11.8% | +13.7% | -1.9% | +11.3% |
| 1Y | +18.3% | +19.2% | -0.9% | +17.8% |
| All | +18.3% | +22.8% | -4.5% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling