+81.6%
XLF vs ARWR
+79.8%
+1.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +2.7% | -17.8% | +20.5% | +4.0% |
| 30D | +7.6% | -18.1% | +25.8% | +9.0% |
| 3M | +1.1% | -44.2% | +45.3% | +5.1% |
| 6M | +15.9% | -38.6% | +54.5% | +19.3% |
| YTD | +8.4% | -28.0% | +36.5% | +9.9% |
| 1Y | +12.5% | +16.1% | -3.6% | +9.3% |
| 3Y | +81.6% | +84.0% | -2.4% | +61.8% |
| All | +81.6% | +79.8% | +1.7% | +61.8% |
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 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