+89.1%
ELF vs ARWR
-22.7%
+111.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.6% |
| 7D | +4.0% | -2.9% | +6.9% | +4.3% |
| 30D | +10.6% | -5.4% | +16.0% | +11.0% |
| 3M | +25.8% | -32.2% | +58.1% | +26.8% |
| 6M | +89.1% | -26.5% | +115.6% | +91.7% |
| All | +89.1% | -22.7% | +111.7% | +91.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling