+21.3%
ELF vs ARWR
+79.8%
-58.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.6% |
| 7D | +1.6% | -17.8% | +19.4% | +5.5% |
| 30D | +9.1% | -18.1% | +27.3% | +13.4% |
| 3M | +28.2% | -44.2% | +72.3% | +44.1% |
| 6M | +119.5% | -38.6% | +158.2% | +139.2% |
| YTD | +55.2% | -28.0% | +83.2% | +61.2% |
| 1Y | +58.6% | +16.1% | +42.5% | +45.2% |
| 3Y | +21.3% | +84.0% | -62.7% | -9.5% |
| All | +21.3% | +79.8% | -58.5% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling