+256.0%
ELV vs ARWR
+1,009.4%
-753.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.4% |
| 7D | -0.5% | -17.9% | +17.5% | +0.8% |
| 30D | +1.1% | -18.9% | +20.0% | +2.5% |
| 3M | +8.2% | -46.0% | +54.1% | +12.7% |
| 6M | +10.2% | -40.3% | +50.6% | +13.6% |
| YTD | +24.4% | -29.0% | +53.4% | +26.2% |
| 1Y | +33.8% | +13.8% | +20.0% | +30.7% |
| 3Y | -1.4% | +74.9% | -76.3% | -9.7% |
| 5Y | +5.8% | -36.2% | +42.1% | +2.0% |
| All | +256.0% | +1,009.4% | -753.4% | +185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling