+224.6%
ESI vs ARWR
+872.3%
-647.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | -5.9% | -0.7% | -5.2% | -5.8% |
| 3M | -14.1% | +14.9% | -29.0% | -16.1% |
| 6M | +6.6% | +32.6% | -26.1% | +1.7% |
| YTD | +45.0% | +30.0% | +15.0% | +38.3% |
| 1Y | +41.5% | +208.4% | -166.9% | +17.9% |
| 3Y | +78.8% | +208.8% | -130.0% | +40.2% |
| 5Y | +70.9% | +27.8% | +43.1% | +45.4% |
| 10Y | +317.1% | +1,107.6% | -790.5% | +131.1% |
| All | +224.6% | +872.3% | -647.7% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling