+248.0%
EFV vs ARWR
+78.8%
+169.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +2.1% | -17.7% | +19.8% | +3.2% |
| 30D | +3.1% | -21.9% | +25.0% | +4.4% |
| 3M | -1.3% | -44.5% | +43.2% | +1.8% |
| 6M | +6.0% | -32.6% | +38.6% | +7.9% |
| YTD | +15.8% | -26.2% | +42.0% | +17.0% |
| 1Y | +21.1% | +23.0% | -1.9% | +18.4% |
| 3Y | +91.0% | +81.8% | +9.2% | +78.1% |
| 5Y | +94.3% | -36.0% | +130.3% | +88.2% |
| 10Y | +160.4% | +1,039.5% | -879.1% | +104.1% |
| All | +248.0% | +78.8% | +169.2% | +165.6% |
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