+51.9%
ELF vs ARWR
+25.1%
+26.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | +4.3% | -19.9% | +24.2% | +7.5% |
| 30D | +7.7% | -18.7% | +26.5% | +10.8% |
| 3M | +24.7% | -44.7% | +69.4% | +35.5% |
| 6M | +114.6% | -36.5% | +151.1% | +127.2% |
| YTD | +55.8% | -25.7% | +81.4% | +56.6% |
| 1Y | +51.9% | +18.9% | +33.0% | +38.9% |
| All | +51.9% | +25.1% | +26.8% | +38.9% |
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