+5,323.8%
NEE vs ARWR
-98.3%
+5,422.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.3% |
| 7D | -2.8% | -19.9% | +17.2% | -2.7% |
| 30D | +9.5% | -18.7% | +28.2% | +9.6% |
| 3M | +1.0% | -44.7% | +45.7% | +1.2% |
| 6M | -8.0% | -36.5% | +28.5% | -7.9% |
| YTD | +9.4% | -25.7% | +35.1% | +9.5% |
| 1Y | +3.1% | +18.9% | -15.8% | +3.1% |
| 3Y | +70.5% | +83.1% | -12.6% | +70.0% |
| 5Y | +15.2% | -34.9% | +50.1% | +15.0% |
| 10Y | +291.2% | +1,080.9% | -789.7% | +288.4% |
| All | +5,323.8% | -98.3% | +5,422.1% | +5,215.4% |
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 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