+792.2%
FN vs ARWR
+1,061.4%
-269.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.1% | +5.8% |
| 7D | +8.0% | -19.9% | +27.9% | +11.4% |
| 30D | -19.1% | -18.7% | -0.4% | -16.8% |
| 3M | -29.8% | -44.7% | +14.9% | -23.6% |
| 6M | -43.2% | -36.5% | -6.7% | -39.8% |
| YTD | -18.9% | -25.7% | +6.7% | -16.3% |
| 1Y | -17.9% | +18.9% | -36.8% | -21.4% |
| 3Y | +120.1% | +83.1% | +37.0% | +86.6% |
| 5Y | +206.7% | -34.9% | +241.6% | +185.8% |
| All | +792.2% | +1,061.4% | -269.2% | +494.9% |
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