+126.1%
ETR vs ARWR
+25.7%
+100.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -1.1% |
| 7D | +0.4% | -3.2% | +3.6% | +0.5% |
| 30D | +2.0% | -6.5% | +8.5% | +2.3% |
| 3M | -1.7% | +12.7% | -14.4% | -2.2% |
| 6M | +3.6% | +36.2% | -32.6% | +2.1% |
| YTD | +18.0% | +24.5% | -6.4% | +16.7% |
| 1Y | +26.2% | +198.0% | -171.7% | +20.3% |
| 3Y | +148.0% | +176.4% | -28.4% | +132.0% |
| 5Y | +126.1% | +26.6% | +99.5% | +101.8% |
| All | +126.1% | +25.7% | +100.4% | +101.8% |
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