+51.7%
ELF vs ARWR
+44.4%
+7.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.5% |
| 7D | +4.0% | -2.9% | +6.9% | +4.5% |
| 30D | +10.6% | -5.4% | +16.0% | +11.5% |
| 3M | +25.8% | -32.2% | +58.1% | +33.2% |
| 6M | +89.1% | -26.5% | +115.6% | +96.7% |
| YTD | +52.7% | -12.4% | +65.1% | +50.4% |
| 1Y | +51.7% | +46.9% | +4.9% | +30.0% |
| All | +51.7% | +44.4% | +7.3% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling