+238.8%
EQX vs ARWR
+581.3%
-342.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.2% | -4.0% | +0.8% | -2.8% |
| 30D | +7.8% | -5.0% | +12.8% | +8.4% |
| 3M | +21.3% | +11.3% | +10.0% | +19.6% |
| 6M | -22.4% | +42.6% | -65.0% | -25.5% |
| YTD | -11.3% | +24.8% | -36.1% | -13.9% |
| 1Y | +13.5% | +178.8% | -165.3% | +0.9% |
| 3Y | +162.1% | +183.3% | -21.2% | +122.8% |
| 5Y | +84.2% | +29.5% | +54.7% | +61.4% |
| All | +238.8% | +581.3% | -342.5% | +228.9% |
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