+197.1%
ESI vs ARWR
+454.5%
-257.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -15.3% | +20.5% | +7.4% |
| 7D | -3.5% | -17.3% | +13.9% | -1.1% |
| 30D | -9.3% | -21.5% | +12.3% | -6.3% |
| 3M | -12.8% | -43.8% | +31.0% | -5.7% |
| 6M | -24.6% | -32.3% | +7.7% | -21.0% |
| YTD | +32.7% | -25.8% | +58.6% | +36.7% |
| 1Y | +20.3% | +25.5% | -5.2% | +14.0% |
| 3Y | +80.2% | +84.1% | -4.0% | +51.9% |
| 5Y | +40.0% | -39.2% | +79.2% | +31.9% |
| 10Y | +310.8% | +1,072.4% | -761.6% | +128.9% |
| All | +197.1% | +454.5% | -257.4% | +68.2% |
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