+5,162.3%
NEE vs ARWR
-97.0%
+5,259.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +1.9% | +1.7% | +0.3% | +1.9% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | -1.2% | +14.9% | -16.1% | -1.2% |
| 6M | -8.6% | +32.6% | -41.2% | -8.6% |
| YTD | +6.2% | +30.0% | -23.9% | +6.1% |
| 1Y | +21.1% | +208.4% | -187.3% | +20.7% |
| 3Y | +36.4% | +208.8% | -172.4% | +35.8% |
| 5Y | +11.4% | +27.8% | -16.5% | +11.0% |
| 10Y | +250.0% | +1,107.6% | -857.6% | +247.1% |
| All | +5,162.3% | -97.0% | +5,259.3% | +5,050.0% |
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