+63.0%
EL vs ARWR
+1,021.8%
-958.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +0.3% | -19.9% | +20.2% | +2.6% |
| 30D | +12.3% | -18.7% | +31.0% | +14.7% |
| 3M | +28.4% | -44.7% | +73.1% | +36.7% |
| 6M | +36.7% | -36.5% | +73.2% | +42.7% |
| YTD | +8.4% | -25.7% | +34.0% | +10.9% |
| 1Y | +25.4% | +18.9% | +6.5% | +21.3% |
| 3Y | +3.4% | +83.1% | -79.7% | -8.8% |
| 5Y | -64.8% | -34.9% | -29.9% | -67.1% |
| 10Y | +63.0% | +1,080.9% | -1,017.9% | +27.0% |
| All | +63.0% | +1,021.8% | -958.8% | +27.0% |
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