+65.9%
EFA vs ARWR
+81.3%
-15.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +1.2% | -17.7% | +18.9% | +2.7% |
| 30D | +0.9% | -21.9% | +22.8% | +2.8% |
| 3M | -3.4% | -44.5% | +41.1% | +1.1% |
| 6M | +2.0% | -32.6% | +34.6% | +4.7% |
| YTD | +10.4% | -26.2% | +36.6% | +12.0% |
| 1Y | +13.3% | +23.0% | -9.7% | +9.6% |
| 3Y | +65.9% | +81.8% | -15.8% | +47.3% |
| All | +65.9% | +81.3% | -15.3% | +47.3% |
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