+48.4%
FE vs ARWR
+112.5%
-64.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.5% |
| 7D | 0.0% | -2.9% | +2.9% | 0.0% |
| 30D | +5.2% | -5.4% | +10.6% | +5.3% |
| 3M | 0.0% | -32.2% | +32.2% | +1.0% |
| 6M | +5.0% | -26.5% | +31.6% | +5.8% |
| YTD | +7.9% | -12.4% | +20.3% | +8.0% |
| 1Y | +6.3% | +46.9% | -40.5% | +4.6% |
| All | +48.4% | +112.5% | -64.1% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling