+163.4%
ET vs ARWR
+1,009.4%
-846.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.3% |
| 7D | +3.0% | -17.9% | +21.0% | +4.8% |
| 30D | -3.5% | -18.9% | +15.4% | -1.8% |
| 3M | -5.6% | -46.0% | +40.3% | -0.4% |
| 6M | +0.5% | -40.3% | +40.9% | +4.6% |
| YTD | +26.3% | -29.0% | +55.3% | +28.5% |
| 1Y | +25.7% | +13.8% | +11.8% | +21.1% |
| 3Y | +85.1% | +74.9% | +10.2% | +62.7% |
| 5Y | +216.4% | -36.2% | +252.6% | +197.4% |
| All | +163.4% | +1,009.4% | -846.0% | +105.2% |
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 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