+882.5%
EME vs ARWR
+1,009.4%
-126.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | +11.3% | -17.9% | +29.3% | +13.4% |
| 30D | -14.6% | -18.9% | +4.3% | -12.9% |
| 3M | -20.4% | -46.0% | +25.5% | -15.3% |
| 6M | -28.3% | -40.3% | +12.1% | -24.7% |
| YTD | +8.6% | -29.0% | +37.5% | +11.3% |
| 1Y | +3.2% | +13.8% | -10.6% | 0.0% |
| 3Y | +216.8% | +74.9% | +141.9% | +179.1% |
| 5Y | +417.5% | -36.2% | +453.7% | +388.1% |
| All | +882.5% | +1,009.4% | -126.9% | +630.4% |
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 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