+373.4%
ETR vs ARWR
+1,055.7%
-682.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +2.6% | -17.7% | +20.3% | +3.4% |
| 30D | +8.7% | -21.9% | +30.6% | +9.7% |
| 3M | +6.4% | -44.5% | +50.9% | +8.9% |
| 6M | +0.7% | -32.6% | +33.3% | +2.1% |
| YTD | +23.0% | -26.2% | +49.2% | +24.0% |
| 1Y | +17.9% | +23.0% | -5.1% | +15.8% |
| 3Y | +154.9% | +81.8% | +73.2% | +141.2% |
| 5Y | +157.3% | -36.0% | +193.3% | +150.4% |
| 10Y | +373.4% | +1,039.5% | -666.2% | +313.9% |
| All | +373.4% | +1,055.7% | -682.3% | +313.9% |
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 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