+258.3%
EFV vs ARWR
+215.1%
+43.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +1.5% | +1.7% | -0.2% | +1.4% |
| 30D | +1.7% | -0.7% | +2.4% | +1.8% |
| 3M | +8.6% | +14.9% | -6.2% | +7.6% |
| 6M | +11.7% | +32.6% | -21.0% | +9.5% |
| YTD | +19.3% | +30.0% | -10.8% | +16.9% |
| 1Y | +30.2% | +208.4% | -178.1% | +20.9% |
| 3Y | +91.6% | +208.8% | -117.2% | +73.5% |
| 5Y | +96.4% | +27.8% | +68.6% | +83.1% |
| 10Y | +166.5% | +1,107.6% | -941.1% | +106.9% |
| All | +258.3% | +215.1% | +43.2% | +165.3% |
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 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