+375.9%
EFA vs ARWR
+141.8%
+234.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.6% |
| 7D | +1.3% | -17.9% | +19.2% | +1.4% |
| 30D | +0.5% | -18.9% | +19.4% | +0.7% |
| 3M | -4.1% | -46.0% | +41.8% | -3.7% |
| 6M | +2.4% | -40.3% | +42.8% | +2.8% |
| YTD | +10.0% | -29.0% | +39.0% | +10.2% |
| 1Y | +11.4% | +13.8% | -2.4% | +11.2% |
| 3Y | +65.4% | +74.9% | -9.5% | +64.0% |
| 5Y | +49.6% | -36.2% | +85.8% | +49.0% |
| 10Y | +144.8% | +1,028.0% | -883.2% | +138.9% |
| All | +375.9% | +141.8% | +234.1% | +390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling