+1,296.6%
ET vs ARWR
+16.3%
+1,280.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -7.9% | -2.9% | -5.0% | -7.7% |
| 30D | -5.9% | -5.4% | -0.5% | -5.6% |
| 3M | -5.2% | -32.2% | +27.0% | -2.7% |
| 6M | +0.3% | -26.5% | +26.8% | +1.9% |
| YTD | +23.1% | -12.4% | +35.5% | +23.0% |
| 1Y | +22.7% | +46.9% | -24.1% | +17.5% |
| 3Y | +75.4% | +116.0% | -40.6% | +57.7% |
| 5Y | +202.6% | -28.0% | +230.6% | +187.5% |
| 10Y | +213.0% | +923.9% | -711.0% | +131.7% |
| All | +1,296.6% | +16.3% | +1,280.3% | +877.5% |
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