+246.5%
XLF vs ARWR
+1,080.6%
-834.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.9% | -4.3% | +1.4% | -2.5% |
| 30D | -1.6% | -7.3% | +5.7% | -1.0% |
| 3M | +9.3% | +17.0% | -7.7% | +7.5% |
| 6M | +14.6% | +39.8% | -25.2% | +10.8% |
| YTD | +4.7% | +24.7% | -19.9% | +2.1% |
| 1Y | +8.6% | +186.5% | -177.8% | -1.8% |
| 3Y | +73.9% | +176.8% | -102.9% | +51.5% |
| 5Y | +65.0% | +29.3% | +35.7% | +48.4% |
| All | +246.5% | +1,080.6% | -834.1% | +173.2% |
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