+24.9%
ET vs ARWR
+20.0%
+4.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | -1.9% | -17.7% | +15.8% | -2.1% |
| 30D | -3.1% | -21.9% | +18.8% | -3.4% |
| 3M | -3.9% | -44.5% | +40.6% | -4.4% |
| 6M | +4.0% | -32.6% | +36.6% | +3.7% |
| YTD | +26.4% | -26.2% | +52.6% | +26.2% |
| 1Y | +24.9% | +23.0% | +1.9% | +23.9% |
| All | +24.9% | +20.0% | +4.9% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling