+48.4%
ELF vs ARWR
+20.0%
+28.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.3% | -17.7% | +24.0% | +9.0% |
| 30D | +8.5% | -21.9% | +30.4% | +12.1% |
| 3M | +24.4% | -44.5% | +69.0% | +34.9% |
| 6M | +94.7% | -32.6% | +127.3% | +102.8% |
| YTD | +55.9% | -26.2% | +82.0% | +56.8% |
| 1Y | +48.4% | +23.0% | +25.5% | +34.5% |
| All | +48.4% | +20.0% | +28.5% | +34.5% |
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 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