+25.7%
EFV vs ARWR
+59.7%
-34.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.4% | +2.9% |
| 7D | +2.9% | +2.4% | +0.5% | +2.7% |
| 30D | +3.6% | -1.1% | +4.7% | +3.6% |
| 3M | -0.1% | -31.2% | +31.1% | +2.3% |
| 6M | +9.6% | -19.3% | +28.9% | +10.7% |
| YTD | +17.0% | -7.1% | +24.1% | +16.4% |
| 1Y | +25.7% | +62.9% | -37.2% | +21.3% |
| All | +25.7% | +59.7% | -34.1% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling