+60.0%
EL vs ARWR
+921.6%
-861.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -15.3% | +18.2% | +4.5% |
| 7D | +8.0% | -17.3% | +25.3% | +10.1% |
| 30D | +15.4% | -21.5% | +36.9% | +18.3% |
| 3M | +28.5% | -43.8% | +72.3% | +36.6% |
| 6M | +32.2% | -32.3% | +64.5% | +37.0% |
| YTD | +9.2% | -25.8% | +35.0% | +11.7% |
| 1Y | +30.8% | +25.5% | +5.3% | +25.7% |
| 3Y | +3.7% | +84.1% | -80.5% | -8.6% |
| 5Y | -64.8% | -39.2% | -25.6% | -66.9% |
| 10Y | +60.0% | +1,072.4% | -1,012.4% | +24.7% |
| All | +60.0% | +921.6% | -861.5% | +24.7% |
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