+544.6%
ETN vs ARWR
+1,024.2%
-479.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +3.6% | -17.8% | +21.5% | +5.5% |
| 30D | -13.4% | -18.1% | +4.7% | -11.8% |
| 3M | -21.9% | -44.2% | +22.3% | -17.3% |
| 6M | -12.8% | -38.6% | +25.9% | -8.9% |
| YTD | +12.1% | -28.0% | +40.1% | +14.8% |
| 1Y | +0.8% | +16.1% | -15.3% | -2.3% |
| 3Y | +64.5% | +84.0% | -19.5% | +45.4% |
| 5Y | +121.7% | -35.4% | +157.1% | +109.1% |
| All | +544.6% | +1,024.2% | -479.6% | +397.9% |
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