+10.9%
NEE vs ARWR
+29.5%
-18.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +1.1% | +2.9% | -1.8% | +0.8% |
| 30D | -0.2% | -2.9% | +2.7% | 0.0% |
| 3M | +0.5% | +15.2% | -14.7% | -1.0% |
| 6M | -6.5% | +42.3% | -48.8% | -9.9% |
| YTD | +6.7% | +28.2% | -21.5% | +3.6% |
| 1Y | +23.6% | +213.2% | -189.6% | +9.2% |
| 3Y | +37.1% | +184.6% | -147.5% | +16.9% |
| 5Y | +10.9% | +29.2% | -18.3% | -5.4% |
| All | +10.9% | +29.5% | -18.6% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling