+675.9%
ETN vs ARWR
+1,080.6%
-404.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +3.0% | -4.3% | +7.3% | +3.5% |
| 30D | -10.9% | -7.3% | -3.7% | -10.3% |
| 3M | +9.2% | +17.0% | -7.8% | +7.2% |
| 6M | +13.9% | +39.8% | -25.9% | +9.7% |
| YTD | +29.5% | +24.7% | +4.9% | +25.9% |
| 1Y | +14.2% | +186.5% | -172.3% | +1.6% |
| 3Y | +79.9% | +176.8% | -96.9% | +53.8% |
| 5Y | +175.7% | +29.3% | +146.3% | +144.2% |
| All | +675.9% | +1,080.6% | -404.7% | +481.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling