+304.9%
ESI vs ARWR
+1,055.7%
-750.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -6.6% | -17.7% | +11.1% | -4.3% |
| 30D | -9.8% | -21.9% | +12.1% | -6.9% |
| 3M | -11.9% | -44.5% | +32.6% | -4.8% |
| 6M | -25.1% | -32.6% | +7.5% | -21.6% |
| YTD | +31.9% | -26.2% | +58.1% | +35.8% |
| 1Y | +19.2% | +23.0% | -3.8% | +13.5% |
| 3Y | +76.2% | +81.8% | -5.6% | +49.5% |
| 5Y | +39.4% | -36.0% | +75.4% | +30.1% |
| 10Y | +304.9% | +1,039.5% | -734.6% | +188.8% |
| All | +304.9% | +1,055.7% | -750.8% | +188.8% |
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 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