+2,361.0%
ETR vs ARWR
-98.0%
+2,459.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | +0.4% | -2.9% | +3.3% | +0.4% |
| 30D | +7.5% | -5.4% | +12.9% | +7.6% |
| 3M | +4.4% | -32.2% | +36.7% | +4.5% |
| 6M | -1.5% | -26.5% | +25.0% | -1.5% |
| YTD | +21.8% | -12.4% | +34.2% | +21.8% |
| 1Y | +18.4% | +46.9% | -28.5% | +18.2% |
| 3Y | +148.5% | +116.0% | +32.6% | +147.7% |
| 5Y | +152.6% | -28.0% | +180.6% | +152.1% |
| 10Y | +354.5% | +923.9% | -569.5% | +350.4% |
| All | +2,361.0% | -98.0% | +2,459.1% | +2,212.5% |
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