+68.1%
ESI vs ARWR
+105.6%
-37.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -8.5% | -2.9% | -5.6% | -8.1% |
| 30D | -15.7% | -5.4% | -10.3% | -14.9% |
| 3M | -18.2% | -32.2% | +14.0% | -13.4% |
| 6M | -28.8% | -26.5% | -2.3% | -26.0% |
| YTD | +26.3% | -12.4% | +38.7% | +27.2% |
| 1Y | +18.2% | +46.9% | -28.6% | +10.0% |
| 3Y | +68.1% | +116.0% | -47.9% | +36.4% |
| All | +68.1% | +105.6% | -37.5% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling