+161.3%
EFV vs ARWR
+1,009.4%
-848.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | +0.2% |
| 7D | +0.7% | -17.9% | +18.7% | +2.0% |
| 30D | +2.0% | -18.9% | +20.9% | +3.4% |
| 3M | -1.6% | -46.0% | +44.3% | +2.5% |
| 6M | +5.8% | -40.3% | +46.1% | +9.1% |
| YTD | +15.6% | -29.0% | +44.6% | +17.4% |
| 1Y | +19.0% | +13.8% | +5.1% | +16.3% |
| 3Y | +90.7% | +74.9% | +15.8% | +74.6% |
| 5Y | +92.8% | -36.2% | +129.0% | +84.3% |
| All | +161.3% | +1,009.4% | -848.1% | +117.7% |
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