+68.2%
EFA vs ARWR
+181.4%
-113.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +1.2% | +2.9% | -1.7% | +0.9% |
| 30D | -0.7% | -2.9% | +2.2% | -0.5% |
| 3M | +6.4% | +15.2% | -8.8% | +4.8% |
| 6M | +11.4% | +42.3% | -30.9% | +7.5% |
| YTD | +14.0% | +28.2% | -14.2% | +10.7% |
| 1Y | +20.2% | +213.2% | -193.0% | +7.4% |
| 3Y | +68.2% | +184.6% | -116.4% | +42.6% |
| All | +68.2% | +181.4% | -113.2% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling