+1,458.7%
ET vs ARWR
+72.7%
+1,386.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.9% | +1.7% | -0.8% | +0.8% |
| 30D | +7.5% | -0.7% | +8.1% | +7.5% |
| 3M | +11.4% | +14.9% | -3.5% | +10.0% |
| 6M | +18.5% | +32.6% | -14.1% | +15.4% |
| YTD | +37.4% | +30.0% | +7.3% | +33.7% |
| 1Y | +30.9% | +208.4% | -177.4% | +18.6% |
| 3Y | +98.7% | +208.8% | -110.1% | +74.2% |
| 5Y | +230.7% | +27.8% | +202.9% | +201.7% |
| 10Y | +175.6% | +1,107.6% | -932.0% | +101.6% |
| All | +1,458.7% | +72.7% | +1,386.0% | +962.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling