+121.0%
FE vs ARWR
+1,009.4%
-888.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.2% |
| 7D | -0.3% | -17.9% | +17.7% | +0.7% |
| 30D | +3.9% | -18.9% | +22.8% | +4.9% |
| 3M | -0.1% | -46.0% | +45.9% | +2.9% |
| 6M | +6.1% | -40.3% | +46.4% | +8.5% |
| YTD | +8.1% | -29.0% | +37.0% | +9.2% |
| 1Y | +4.4% | +13.8% | -9.4% | +2.5% |
| 3Y | +49.0% | +74.9% | -25.9% | +39.3% |
| 5Y | +46.1% | -36.2% | +82.4% | +41.6% |
| All | +121.0% | +1,009.4% | -888.4% | +88.6% |
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