+64.9%
EL vs ARWR
+1,055.7%
-990.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +7.6% | -17.7% | +25.3% | +9.8% |
| 30D | +15.7% | -21.9% | +37.6% | +18.7% |
| 3M | +30.5% | -44.5% | +75.1% | +39.0% |
| 6M | +32.5% | -32.6% | +65.1% | +37.4% |
| YTD | +9.4% | -26.2% | +35.6% | +12.1% |
| 1Y | +28.4% | +23.0% | +5.4% | +23.7% |
| 3Y | +4.4% | +81.8% | -77.3% | -7.9% |
| 5Y | -64.5% | -36.0% | -28.5% | -66.8% |
| 10Y | +64.9% | +1,039.5% | -974.7% | +28.7% |
| All | +64.9% | +1,055.7% | -990.8% | +28.7% |
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