+79.7%
EFX vs ARWR
+1,024.2%
-944.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -0.8% | -17.8% | +17.1% | +1.0% |
| 30D | +25.1% | -18.1% | +43.3% | +27.4% |
| 3M | +1.7% | -44.2% | +45.8% | +7.3% |
| 6M | +18.4% | -38.6% | +57.0% | +23.1% |
| YTD | -12.5% | -28.0% | +15.5% | -11.1% |
| 1Y | -8.1% | +16.1% | -24.2% | -11.9% |
| 3Y | +4.8% | +84.0% | -79.2% | -8.8% |
| 5Y | -30.1% | -35.4% | +5.3% | -35.2% |
| All | +79.7% | +1,024.2% | -944.5% | +33.0% |
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