+49.5%
ELF vs ARWR
+20.5%
+28.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -15.3% | +18.1% | +4.9% |
| 7D | +7.8% | -17.3% | +25.2% | +10.5% |
| 30D | +9.3% | -21.5% | +30.8% | +12.8% |
| 3M | +21.2% | -43.8% | +65.0% | +31.2% |
| 6M | +96.1% | -32.3% | +128.4% | +104.1% |
| YTD | +57.0% | -25.8% | +82.8% | +57.8% |
| All | +49.5% | +20.5% | +28.9% | +35.3% |
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 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