+301.7%
ELF vs ARWR
+1,024.2%
-722.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.7% |
| 7D | +1.6% | -17.8% | +19.4% | +4.0% |
| 30D | +9.1% | -18.1% | +27.3% | +11.7% |
| 3M | +28.2% | -44.2% | +72.3% | +37.7% |
| 6M | +119.5% | -38.6% | +158.2% | +131.5% |
| YTD | +55.2% | -28.0% | +83.2% | +59.5% |
| 1Y | +58.6% | +16.1% | +42.5% | +52.2% |
| 3Y | +21.3% | +84.0% | -62.7% | +5.1% |
| 5Y | +276.2% | -35.4% | +311.6% | +249.3% |
| All | +301.7% | +1,024.2% | -722.5% | +229.5% |
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