+576.2%
FE vs ARWR
+114.2%
+462.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +1.9% | +1.7% | +0.3% | +1.9% |
| 30D | -1.2% | -0.7% | -0.5% | -1.2% |
| 3M | +3.5% | +14.9% | -11.4% | +3.4% |
| 6M | -6.1% | +32.6% | -38.7% | -6.2% |
| YTD | +7.6% | +30.0% | -22.4% | +7.4% |
| 1Y | +11.9% | +208.4% | -196.4% | +11.2% |
| 3Y | +48.4% | +208.8% | -160.4% | +47.2% |
| 5Y | +44.8% | +27.8% | +17.0% | +43.9% |
| 10Y | +115.9% | +1,107.6% | -991.7% | +111.8% |
| All | +576.2% | +114.2% | +462.0% | +525.1% |
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