+147.9%
EFA vs AR
-27.2%
+175.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.6% | +2.5% | -1.9% | +0.4% |
| 30D | +0.9% | +14.8% | -13.9% | -0.3% |
| 3M | +4.9% | +6.2% | -1.4% | +4.2% |
| 6M | +8.6% | +4.3% | +4.3% | +7.8% |
| YTD | +14.6% | +14.4% | +0.3% | +12.7% |
| 1Y | +22.6% | +21.3% | +1.3% | +19.7% |
| 3Y | +66.5% | +39.8% | +26.7% | +58.5% |
| 5Y | +54.5% | +142.1% | -87.5% | +38.1% |
| 10Y | +144.8% | +52.0% | +92.7% | +115.1% |
| All | +147.9% | -27.2% | +175.2% | +133.5% |
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