+54.8%
EFA vs AR
+140.6%
-85.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +1.2% | -1.8% | +3.0% | +1.4% |
| 30D | -0.7% | +12.6% | -13.3% | -1.9% |
| 3M | +6.4% | +10.0% | -3.6% | +5.2% |
| 6M | +11.4% | +0.6% | +10.7% | +10.9% |
| YTD | +14.0% | +13.4% | +0.6% | +11.7% |
| 1Y | +20.2% | +21.7% | -1.5% | +16.5% |
| 3Y | +68.2% | +45.8% | +22.4% | +56.8% |
| 5Y | +54.8% | +144.3% | -89.4% | +36.3% |
| All | +54.8% | +140.6% | -85.8% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling