+357.2%
ELF vs ARWR
+1,055.7%
-698.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.3% | -17.7% | +24.0% | +8.8% |
| 30D | +8.5% | -21.9% | +30.4% | +11.8% |
| 3M | +24.4% | -44.5% | +69.0% | +33.8% |
| 6M | +94.7% | -32.6% | +127.3% | +102.6% |
| YTD | +55.9% | -26.2% | +82.0% | +59.7% |
| 1Y | +48.4% | +23.0% | +25.5% | +41.3% |
| 3Y | +24.6% | +81.8% | -57.1% | +7.9% |
| 5Y | +285.0% | -36.0% | +321.1% | +257.2% |
| 10Y | +357.2% | +1,039.5% | -682.3% | +273.3% |
| All | +357.2% | +1,055.7% | -698.4% | +273.3% |
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