+120.9%
FE vs ARWR
+1,055.7%
-934.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.7% | +15.9% | +0.9% |
| 7D | -0.5% | -17.7% | +17.2% | +0.4% |
| 30D | +4.3% | -21.9% | +26.2% | +5.5% |
| 3M | +0.4% | -44.5% | +44.9% | +3.3% |
| 6M | +6.9% | -32.6% | +39.5% | +8.7% |
| YTD | +8.0% | -26.2% | +34.2% | +9.0% |
| 1Y | +4.8% | +23.0% | -18.1% | +2.5% |
| 3Y | +49.0% | +81.8% | -32.8% | +38.9% |
| 5Y | +46.2% | -36.0% | +82.2% | +41.7% |
| 10Y | +120.9% | +1,039.5% | -918.7% | +87.3% |
| All | +120.9% | +1,055.7% | -934.8% | +87.3% |
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