+230.2%
EWY vs ARWR
+181.4%
+48.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +8.0% | +2.9% | +5.2% | +7.6% |
| 30D | +14.3% | -2.9% | +17.2% | +14.7% |
| 3M | +2.3% | +15.2% | -12.9% | +0.3% |
| 6M | +49.9% | +42.3% | +7.6% | +43.1% |
| YTD | +95.3% | +28.2% | +67.1% | +88.1% |
| 1Y | +161.7% | +213.2% | -51.5% | +128.0% |
| 3Y | +230.2% | +184.6% | +45.5% | +172.6% |
| All | +230.2% | +181.4% | +48.8% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling