+10,189.1%
ETN vs ARWR
-97.0%
+10,286.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | +2.0% | +1.7% | +0.3% | +2.0% |
| 30D | -7.9% | -0.7% | -7.3% | -7.9% |
| 3M | -1.6% | +14.9% | -16.5% | -1.7% |
| 6M | +16.9% | +32.6% | -15.7% | +16.7% |
| YTD | +30.1% | +30.0% | 0.0% | +29.9% |
| 1Y | +19.3% | +208.4% | -189.1% | +18.8% |
| 3Y | +82.5% | +208.8% | -126.3% | +81.4% |
| 5Y | +166.8% | +27.8% | +139.0% | +165.7% |
| 10Y | +649.7% | +1,107.6% | -457.8% | +642.6% |
| All | +10,189.1% | -97.0% | +10,286.2% | +11,197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling