+1,054.1%
ARWR vs EXR
+144.7%
+909.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -1.8% |
| 7D | -3.2% | -3.1% | -0.1% | -1.9% |
| 30D | -6.5% | -7.5% | +1.1% | -3.3% |
| 3M | +12.7% | -7.5% | +20.2% | +15.9% |
| 6M | +36.2% | -5.2% | +41.4% | +38.5% |
| YTD | +24.5% | +6.5% | +18.0% | +20.1% |
| 1Y | +198.0% | -2.0% | +200.0% | +197.5% |
| 3Y | +176.4% | +21.5% | +154.8% | +150.8% |
| 5Y | +26.6% | -11.5% | +38.1% | +29.3% |
| 10Y | +1,054.1% | +148.0% | +906.1% | +795.4% |
| All | +1,054.1% | +144.7% | +909.3% | +795.4% |
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