+161.3%
ET vs ARWR
+1,021.8%
-860.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +1.8% | -19.9% | +21.7% | +3.7% |
| 30D | -3.0% | -18.7% | +15.8% | -1.3% |
| 3M | -4.7% | -44.7% | +40.0% | +0.3% |
| 6M | +2.7% | -36.5% | +39.2% | +6.2% |
| YTD | +26.5% | -25.7% | +52.2% | +28.1% |
| 1Y | +25.0% | +18.9% | +6.0% | +19.9% |
| 3Y | +85.4% | +83.1% | +2.3% | +62.3% |
| 5Y | +215.5% | -34.9% | +250.4% | +196.1% |
| 10Y | +161.3% | +1,080.9% | -919.5% | +103.3% |
| All | +161.3% | +1,021.8% | -860.5% | +103.3% |
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 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