+247.9%
EFV vs ARWR
+80.1%
+167.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -1.0% | -19.9% | +18.9% | +0.2% |
| 30D | +3.1% | -18.7% | +21.8% | +4.2% |
| 3M | -1.2% | -44.7% | +43.5% | +1.9% |
| 6M | +5.6% | -36.5% | +42.2% | +7.9% |
| YTD | +15.8% | -25.7% | +41.5% | +17.0% |
| 1Y | +20.0% | +18.9% | +1.1% | +17.6% |
| 3Y | +91.0% | +83.1% | +7.9% | +78.0% |
| 5Y | +93.7% | -34.9% | +128.5% | +87.4% |
| 10Y | +160.9% | +1,080.9% | -919.9% | +104.2% |
| All | +247.9% | +80.1% | +167.8% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling