+63.7%
EL vs ARWR
+1,024.2%
-960.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +1.5% | -17.8% | +19.4% | +3.6% |
| 30D | +10.0% | -18.1% | +28.1% | +12.3% |
| 3M | +28.4% | -44.2% | +72.6% | +36.6% |
| 6M | +37.1% | -38.6% | +75.7% | +43.6% |
| YTD | +7.8% | -28.0% | +35.9% | +10.7% |
| 1Y | +26.0% | +16.1% | +9.9% | +22.2% |
| 3Y | +3.8% | +84.0% | -80.2% | -8.5% |
| 5Y | -65.2% | -35.4% | -29.8% | -67.4% |
| All | +63.7% | +1,024.2% | -960.5% | +28.2% |
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 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