+255.0%
ELF vs ARWR
+28.5%
+226.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +5.4% | +1.7% | +3.7% | +4.9% |
| 30D | +27.0% | -0.7% | +27.6% | +27.1% |
| 3M | +113.2% | +14.9% | +98.3% | +105.2% |
| 6M | +36.6% | +32.6% | +3.9% | +26.6% |
| YTD | +44.2% | +30.0% | +14.2% | +33.8% |
| 1Y | -18.0% | +208.4% | -226.3% | -38.0% |
| 3Y | -19.9% | +208.8% | -228.7% | -44.5% |
| All | +255.0% | +28.5% | +226.6% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling