+38.9%
EFX vs ARWR
+1,080.6%
-1,041.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -11.1% | -4.3% | -6.8% | -10.7% |
| 30D | -7.4% | -7.3% | -0.1% | -6.7% |
| 3M | +1.5% | +17.0% | -15.5% | -0.6% |
| 6M | -13.7% | +39.8% | -53.5% | -17.4% |
| YTD | -21.9% | +24.7% | -46.5% | -24.6% |
| 1Y | -30.8% | +186.5% | -217.2% | -39.5% |
| 3Y | -12.4% | +176.8% | -189.2% | -26.6% |
| 5Y | -35.9% | +29.3% | -65.3% | -44.2% |
| All | +38.9% | +1,080.6% | -1,041.7% | -1.8% |
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