+981.0%
ARWR vs EXR
+216.3%
+764.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -17.8% | -0.4% | -17.4% | -17.7% |
| 30D | -18.1% | +18.2% | -36.4% | -24.1% |
| 3M | -44.2% | +7.3% | -51.5% | -46.0% |
| 6M | -38.6% | +13.8% | -52.5% | -42.5% |
| YTD | -28.0% | +25.9% | -54.0% | -35.7% |
| 1Y | +16.1% | +25.8% | -9.7% | +3.9% |
| 3Y | +84.0% | +53.7% | +30.3% | +50.7% |
| 5Y | -35.4% | -1.8% | -33.6% | -37.7% |
| All | +981.0% | +216.3% | +764.7% | +668.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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