+31.2%
EL vs ARWR
+1,075.6%
-1,044.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | +1.7% | +2.9% | -1.2% | +1.4% |
| 30D | +15.5% | -2.9% | +18.4% | +15.9% |
| 3M | +20.6% | +15.2% | +5.3% | +18.3% |
| 6M | +10.5% | +42.3% | -31.8% | +5.7% |
| YTD | -1.9% | +28.2% | -30.1% | -5.1% |
| 1Y | +16.1% | +213.2% | -197.2% | +1.3% |
| 3Y | -30.2% | +184.6% | -214.9% | -41.3% |
| 5Y | -67.4% | +29.2% | -96.6% | -71.5% |
| 10Y | +31.2% | +1,012.5% | -981.3% | -2.6% |
| All | +31.2% | +1,075.6% | -1,044.3% | -2.6% |
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 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