+138.8%
EFA vs AR
-30.5%
+169.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +2.1% |
| 7D | +1.2% | -5.8% | +7.0% | +1.7% |
| 30D | +0.9% | +4.8% | -3.9% | +0.5% |
| 3M | -3.4% | +1.5% | -4.9% | -3.7% |
| 6M | +2.0% | +4.7% | -2.7% | +1.2% |
| YTD | +10.4% | +9.2% | +1.2% | +8.8% |
| 1Y | +13.3% | +11.2% | +2.1% | +11.4% |
| 3Y | +65.9% | +46.2% | +19.7% | +57.3% |
| 5Y | +51.5% | +98.1% | -46.6% | +37.7% |
| 10Y | +144.1% | +54.5% | +89.6% | +113.7% |
| All | +138.8% | -30.5% | +169.3% | +125.4% |
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