+395.7%
EFA vs ARWR
+342.8%
+53.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.6% | +1.7% | -1.1% | +0.6% |
| 30D | +0.9% | -0.7% | +1.5% | +0.9% |
| 3M | +4.9% | +14.9% | -10.0% | +4.7% |
| 6M | +8.6% | +32.6% | -24.1% | +8.3% |
| YTD | +14.6% | +30.0% | -15.4% | +14.3% |
| 1Y | +22.6% | +208.4% | -185.7% | +21.4% |
| 3Y | +66.5% | +208.8% | -142.3% | +64.4% |
| 5Y | +54.5% | +27.8% | +26.7% | +53.1% |
| 10Y | +144.8% | +1,107.6% | -962.8% | +138.3% |
| All | +395.7% | +342.8% | +53.0% | +408.5% |
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