+249.6%
EME vs ARWR
+181.4%
+68.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.7% |
| 7D | +5.2% | +2.9% | +2.3% | +4.8% |
| 30D | -5.4% | -2.9% | -2.5% | -5.0% |
| 3M | -6.1% | +15.2% | -21.3% | -8.1% |
| 6M | +9.7% | +42.3% | -32.6% | +4.3% |
| YTD | +26.6% | +28.2% | -1.6% | +21.6% |
| 1Y | +24.6% | +213.2% | -188.6% | +6.0% |
| 3Y | +249.6% | +184.6% | +64.9% | +174.7% |
| All | +249.6% | +181.4% | +68.2% | +174.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling