+27.1%
EFV vs ARWR
+201.3%
-174.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -0.5% | -3.2% | +2.7% | -0.3% |
| 30D | 0.0% | -6.5% | +6.5% | +0.4% |
| 3M | +8.4% | +12.7% | -4.3% | +7.3% |
| 6M | +12.3% | +36.2% | -23.9% | +9.4% |
| YTD | +17.4% | +24.5% | -7.1% | +14.7% |
| 1Y | +27.1% | +198.0% | -170.9% | +16.1% |
| All | +27.1% | +201.3% | -174.2% | +16.1% |
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