+14.4%
USFR vs ARWR
+105.6%
-91.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.1% | -2.9% | +3.0% | +0.1% |
| 30D | +0.4% | -5.4% | +5.8% | +0.4% |
| 3M | +1.1% | -32.2% | +33.3% | +1.0% |
| 6M | +2.1% | -26.5% | +28.6% | +2.0% |
| YTD | +3.4% | -12.4% | +15.8% | +3.4% |
| 1Y | +4.1% | +46.9% | -42.8% | +4.1% |
| 3Y | +14.4% | +116.0% | -101.6% | +14.5% |
| All | +14.4% | +105.6% | -91.2% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling