+314.5%
ELF vs ARWR
+688.2%
-373.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.8% | +3.5% | -2.4% |
| 7D | -2.7% | -5.0% | +2.3% | -2.1% |
| 30D | +6.9% | -6.6% | +13.5% | +7.8% |
| 3M | +27.2% | -33.9% | +61.1% | +34.0% |
| 6M | +84.9% | -23.3% | +108.2% | +89.5% |
| YTD | +44.5% | -13.5% | +57.9% | +45.3% |
| 1Y | -6.8% | +42.5% | -49.3% | -12.6% |
| 3Y | +14.2% | +104.1% | -89.9% | -2.3% |
| 5Y | +250.6% | -28.8% | +279.4% | +221.2% |
| 10Y | +318.0% | +911.6% | -593.6% | +233.9% |
| All | +314.5% | +688.2% | -373.7% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling