+24.9%
ESI vs ARWR
+59.7%
-34.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.2% | -5.3% |
| 7D | -6.6% | +2.4% | -9.0% | -7.0% |
| 30D | -10.9% | -1.1% | -9.8% | -10.8% |
| 3M | -13.8% | -31.2% | +17.4% | -7.7% |
| 6M | -21.5% | -19.3% | -2.2% | -19.3% |
| YTD | +34.7% | -7.1% | +41.8% | +33.0% |
| 1Y | +24.9% | +62.9% | -38.0% | +13.2% |
| All | +24.9% | +59.7% | -34.8% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling