+232.4%
ARWR vs ESTC
+24.6%
+207.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.7% |
| 7D | -17.7% | -3.6% | -14.1% | -16.9% |
| 30D | -21.9% | -11.2% | -10.7% | -19.0% |
| 3M | -44.5% | +14.3% | -58.8% | -48.8% |
| 6M | -32.6% | +67.0% | -99.6% | -47.3% |
| YTD | -26.2% | +15.7% | -41.8% | -35.2% |
| 1Y | +23.0% | -6.3% | +29.2% | +16.4% |
| 3Y | +81.8% | +14.5% | +67.2% | +36.8% |
| 5Y | -36.0% | -49.9% | +13.9% | -36.1% |
| All | +232.4% | +24.6% | +207.8% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling