+242.5%
ET vs ARWR
+29.9%
+212.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.2% | -4.0% | +4.3% | +0.6% |
| 30D | +2.9% | -5.0% | +7.9% | +3.3% |
| 3M | +16.8% | +11.3% | +5.5% | +15.3% |
| 6M | +18.9% | +42.6% | -23.7% | +14.3% |
| YTD | +37.7% | +24.8% | +12.9% | +33.8% |
| 1Y | +32.4% | +178.8% | -146.3% | +17.8% |
| 3Y | +99.5% | +183.3% | -83.9% | +67.6% |
| All | +242.5% | +29.9% | +212.5% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling