+97.2%
EFV vs ARWR
+29.5%
+67.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +1.0% | +2.9% | -1.9% | +0.7% |
| 30D | +0.2% | -2.9% | +3.1% | +0.4% |
| 3M | +9.6% | +15.2% | -5.6% | +7.9% |
| 6M | +14.0% | +42.3% | -28.2% | +10.0% |
| YTD | +18.5% | +28.2% | -9.7% | +15.0% |
| 1Y | +27.9% | +213.2% | -185.3% | +13.8% |
| 3Y | +92.4% | +184.6% | -92.2% | +64.7% |
| 5Y | +97.2% | +29.2% | +67.9% | +72.2% |
| All | +97.2% | +29.5% | +67.6% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling