+341.4%
ELF vs ARWR
+906.2%
-564.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.6% |
| 7D | +4.0% | -2.9% | +6.9% | +4.4% |
| 30D | +10.6% | -5.4% | +16.0% | +11.4% |
| 3M | +25.8% | -32.2% | +58.1% | +32.1% |
| 6M | +89.1% | -26.5% | +115.6% | +95.0% |
| YTD | +52.7% | -12.4% | +65.1% | +53.4% |
| 1Y | +51.7% | +46.9% | +4.9% | +41.6% |
| 3Y | +14.2% | +116.0% | -101.7% | -3.0% |
| 5Y | +270.7% | -28.0% | +298.7% | +238.9% |
| All | +341.4% | +906.2% | -564.8% | +251.6% |
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