+173.7%
ET vs ARWR
+978.7%
-805.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | +0.6% | -3.2% | +3.9% | +0.9% |
| 30D | +5.3% | -6.5% | +11.7% | +5.8% |
| 3M | +15.6% | +12.7% | +3.0% | +14.1% |
| 6M | +20.6% | +36.2% | -15.6% | +16.6% |
| YTD | +38.5% | +24.5% | +14.1% | +34.7% |
| 1Y | +35.7% | +198.0% | -162.3% | +21.1% |
| 3Y | +98.4% | +176.4% | -78.0% | +70.8% |
| 5Y | +245.3% | +26.6% | +218.7% | +208.5% |
| 10Y | +173.7% | +1,054.1% | -880.3% | +116.6% |
| All | +173.7% | +978.7% | -805.0% | +116.6% |
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