+133.2%
EFA vs AR
-33.4%
+166.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.4% | -14.3% | +12.8% | -0.2% |
| 30D | -1.2% | +1.4% | -2.6% | -1.4% |
| 3M | -5.1% | +3.4% | -8.5% | -5.5% |
| 6M | -1.2% | -2.1% | +0.8% | -1.4% |
| YTD | +7.8% | +4.7% | +3.1% | +6.6% |
| 1Y | +12.2% | +10.6% | +1.6% | +10.3% |
| 3Y | +61.5% | +24.6% | +36.9% | +55.2% |
| 5Y | +45.8% | +71.9% | -26.1% | +33.9% |
| 10Y | +141.8% | +46.4% | +95.5% | +112.7% |
| All | +133.2% | -33.4% | +166.5% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling