+581.0%
FE vs ARWR
+42.6%
+538.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.1% |
| 7D | +0.6% | -5.0% | +5.6% | +0.6% |
| 30D | +6.4% | -6.6% | +13.0% | +6.4% |
| 3M | -0.5% | -33.9% | +33.4% | -0.3% |
| 6M | +4.7% | -23.3% | +28.1% | +4.8% |
| YTD | +8.4% | -13.5% | +21.8% | +8.4% |
| 1Y | +7.2% | +42.5% | -35.3% | +6.9% |
| 3Y | +44.9% | +104.1% | -59.2% | +43.9% |
| 5Y | +46.3% | -28.8% | +75.1% | +45.8% |
| 10Y | +110.3% | +911.6% | -801.4% | +106.6% |
| All | +581.0% | +42.6% | +538.4% | +530.7% |
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 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