+549.2%
EME vs ARWR
+25.7%
+523.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.1% |
| 7D | +2.7% | -3.2% | +5.9% | +3.2% |
| 30D | -6.8% | -6.5% | -0.3% | -6.0% |
| 3M | -8.8% | +12.7% | -21.5% | -10.6% |
| 6M | +5.0% | +36.2% | -31.2% | +0.2% |
| YTD | +23.5% | +24.5% | -1.0% | +18.9% |
| 1Y | +21.3% | +198.0% | -176.7% | +3.3% |
| 3Y | +241.1% | +176.4% | +64.7% | +175.3% |
| 5Y | +549.2% | +26.6% | +522.6% | +447.8% |
| All | +549.2% | +25.7% | +523.5% | +447.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling