-35.2%
EFX vs ARWR
+29.5%
-64.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -2.9% |
| 7D | -7.8% | +2.9% | -10.7% | -8.2% |
| 30D | -5.7% | -2.9% | -2.8% | -5.4% |
| 3M | +2.5% | +15.2% | -12.7% | -0.3% |
| 6M | -16.7% | +42.3% | -59.0% | -22.2% |
| YTD | -20.2% | +28.2% | -48.4% | -24.7% |
| 1Y | -31.4% | +213.2% | -244.6% | -45.6% |
| 3Y | -10.5% | +184.6% | -195.2% | -33.8% |
| 5Y | -35.2% | +29.2% | -64.5% | -48.2% |
| All | -35.2% | +29.5% | -64.8% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling