+53.4%
EFA vs ARWR
+25.7%
+27.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.1% |
| 30D | -1.3% | -6.5% | +5.1% | -0.7% |
| 3M | +5.2% | +12.7% | -7.5% | +3.5% |
| 6M | +9.4% | +36.2% | -26.8% | +5.2% |
| YTD | +12.7% | +24.5% | -11.7% | +9.2% |
| 1Y | +19.3% | +198.0% | -178.7% | +4.4% |
| 3Y | +66.3% | +176.4% | -110.0% | +38.8% |
| 5Y | +53.4% | +26.6% | +26.8% | +32.9% |
| All | +53.4% | +25.7% | +27.7% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling