+2,386.9%
ETR vs ARWR
-98.3%
+2,485.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +2.6% | -17.7% | +20.3% | +2.6% |
| 30D | +8.7% | -21.9% | +30.6% | +8.7% |
| 3M | +6.4% | -44.5% | +50.9% | +6.5% |
| 6M | +0.7% | -32.6% | +33.3% | +0.8% |
| YTD | +23.0% | -26.2% | +49.2% | +23.1% |
| 1Y | +17.9% | +23.0% | -5.1% | +17.8% |
| 3Y | +154.9% | +81.8% | +73.2% | +154.1% |
| 5Y | +157.3% | -36.0% | +193.3% | +156.9% |
| 10Y | +373.4% | +1,039.5% | -666.2% | +369.1% |
| All | +2,386.9% | -98.3% | +2,485.2% | +2,237.7% |
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