+104.0%
ED vs ARWR
+1,075.6%
-971.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | +0.5% | +2.9% | -2.3% | +0.5% |
| 30D | +1.1% | -2.9% | +4.0% | +1.1% |
| 3M | +4.6% | +15.2% | -10.6% | +4.3% |
| 6M | -2.0% | +42.3% | -44.2% | -2.7% |
| YTD | +11.7% | +28.2% | -16.5% | +11.0% |
| 1Y | +15.7% | +213.2% | -197.5% | +12.7% |
| 3Y | +34.4% | +184.6% | -150.3% | +30.0% |
| 5Y | +67.3% | +29.2% | +38.1% | +63.1% |
| 10Y | +104.0% | +1,012.5% | -908.5% | +93.6% |
| All | +104.0% | +1,075.6% | -971.5% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling