+5,341.4%
NEE vs ARWR
-98.3%
+5,439.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +2.3% | -17.7% | +20.0% | +2.3% |
| 30D | +11.5% | -21.9% | +33.4% | +11.6% |
| 3M | +2.6% | -44.5% | +47.1% | +2.8% |
| 6M | -6.0% | -32.6% | +26.6% | -5.9% |
| YTD | +9.8% | -26.2% | +36.0% | +9.9% |
| 1Y | +4.7% | +23.0% | -18.3% | +4.6% |
| 3Y | +71.0% | +81.8% | -10.7% | +70.5% |
| 5Y | +15.8% | -36.0% | +51.9% | +15.6% |
| 10Y | +287.3% | +1,039.5% | -752.3% | +284.5% |
| All | +5,341.4% | -98.3% | +5,439.7% | +5,232.8% |
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