+175.7%
ETN vs ARWR
+26.4%
+149.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +3.0% | -4.3% | +7.3% | +3.6% |
| 30D | -10.9% | -7.3% | -3.7% | -10.0% |
| 3M | +9.2% | +17.0% | -7.8% | +6.6% |
| 6M | +13.9% | +39.8% | -25.9% | +8.4% |
| YTD | +29.5% | +24.7% | +4.9% | +24.8% |
| 1Y | +14.2% | +186.5% | -172.3% | -2.0% |
| 3Y | +79.9% | +176.8% | -96.9% | +45.0% |
| 5Y | +175.7% | +29.3% | +146.3% | +129.9% |
| All | +175.7% | +26.4% | +149.3% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling