+78.1%
EFX vs ARWR
+1,055.7%
-977.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.3% | -17.7% | +18.0% | +2.0% |
| 30D | +29.1% | -21.9% | +51.0% | +32.1% |
| 3M | +4.3% | -44.5% | +48.8% | +10.1% |
| 6M | +7.7% | -32.6% | +40.3% | +10.9% |
| YTD | -12.5% | -26.2% | +13.7% | -11.3% |
| 1Y | -8.8% | +23.0% | -31.8% | -13.1% |
| 3Y | +4.3% | +81.8% | -77.4% | -9.1% |
| 5Y | -29.4% | -36.0% | +6.7% | -34.5% |
| 10Y | +78.1% | +1,039.5% | -961.4% | +30.8% |
| All | +78.1% | +1,055.7% | -977.5% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling