+306.8%
ESI vs ARWR
+1,075.6%
-768.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +5.4% | +2.9% | +2.5% | +5.0% |
| 30D | -4.2% | -2.9% | -1.3% | -3.8% |
| 3M | -9.6% | +15.2% | -24.8% | -11.7% |
| 6M | +18.3% | +42.3% | -24.0% | +12.0% |
| YTD | +45.8% | +28.2% | +17.6% | +39.7% |
| 1Y | +39.2% | +213.2% | -174.1% | +17.0% |
| 3Y | +86.3% | +184.6% | -98.4% | +49.6% |
| 5Y | +76.2% | +29.2% | +47.0% | +50.4% |
| 10Y | +306.8% | +1,012.5% | -705.8% | +174.9% |
| All | +306.8% | +1,075.6% | -768.8% | +174.9% |
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