+65.5%
XLF vs ARWR
+29.5%
+36.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +0.2% | +2.9% | -2.7% | -0.1% |
| 30D | -0.5% | -2.9% | +2.4% | -0.3% |
| 3M | +10.6% | +15.2% | -4.6% | +8.7% |
| 6M | +14.3% | +42.3% | -28.0% | +9.5% |
| YTD | +5.5% | +28.2% | -22.7% | +2.0% |
| 1Y | +9.6% | +213.2% | -203.7% | -4.4% |
| 3Y | +75.2% | +184.6% | -109.5% | +45.8% |
| 5Y | +65.5% | +29.2% | +36.3% | +41.7% |
| All | +65.5% | +29.5% | +36.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling