+28.5%
USFR vs ARWR
+1,055.7%
-1,027.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -17.7% | +17.8% | +0.1% |
| 30D | +0.4% | -21.9% | +22.3% | +0.4% |
| 3M | +1.1% | -44.5% | +45.6% | +1.1% |
| 6M | +2.1% | -32.6% | +34.6% | +2.1% |
| YTD | +3.4% | -26.2% | +29.6% | +3.5% |
| 1Y | +4.1% | +23.0% | -18.9% | +4.1% |
| 3Y | +14.4% | +81.8% | -67.3% | +14.4% |
| 5Y | +21.4% | -36.0% | +57.4% | +21.4% |
| 10Y | +28.5% | +1,039.5% | -1,011.0% | +28.0% |
| All | +28.5% | +1,055.7% | -1,027.1% | +28.0% |
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 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