+255.8%
ELV vs ARWR
+1,024.2%
-768.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.1% |
| 7D | +1.0% | -17.8% | +18.8% | +2.3% |
| 30D | +0.4% | -18.1% | +18.5% | +1.7% |
| 3M | +8.4% | -44.2% | +52.5% | +12.6% |
| 6M | +8.4% | -38.6% | +47.1% | +11.5% |
| YTD | +24.4% | -28.0% | +52.4% | +26.0% |
| 1Y | +33.5% | +16.1% | +17.4% | +30.2% |
| 3Y | -2.1% | +84.0% | -86.1% | -10.7% |
| 5Y | +5.8% | -35.4% | +41.2% | +1.8% |
| All | +255.8% | +1,024.2% | -768.4% | +185.0% |
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