+182.6%
ESI vs ARWR
+555.0%
-372.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.0% |
| 3M | -18.2% | -32.2% | +14.0% | -13.7% |
| 6M | -28.8% | -26.5% | -2.3% | -26.1% |
| YTD | +26.3% | -12.4% | +38.7% | +27.3% |
| 1Y | +18.2% | +46.9% | -28.6% | +9.8% |
| 3Y | +68.1% | +116.0% | -47.9% | +38.9% |
| 5Y | +28.8% | -28.0% | +56.7% | +18.8% |
| 10Y | +329.8% | +923.9% | -594.1% | +142.6% |
| All | +182.6% | +555.0% | -372.3% | +56.7% |
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