+46.0%
ELF vs ARWR
+12.4%
+33.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -3.5% |
| 7D | +3.4% | -17.9% | +21.3% | +6.1% |
| 30D | +5.0% | -18.9% | +23.9% | +7.9% |
| 3M | +22.6% | -46.0% | +68.5% | +33.7% |
| 6M | +104.0% | -40.3% | +144.3% | +118.1% |
| YTD | +49.3% | -29.0% | +78.3% | +51.1% |
| 1Y | +46.0% | +13.8% | +32.2% | +34.3% |
| All | +46.0% | +12.4% | +33.7% | +34.3% |
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