+59.3%
XLF vs ARWR
-34.9%
+94.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +2.7% | -17.8% | +20.5% | +4.4% |
| 30D | +7.6% | -18.1% | +25.8% | +9.5% |
| 3M | +1.1% | -44.2% | +45.3% | +6.5% |
| 6M | +15.9% | -38.6% | +54.5% | +20.4% |
| YTD | +8.4% | -28.0% | +36.5% | +10.4% |
| 1Y | +12.5% | +16.1% | -3.6% | +8.3% |
| 3Y | +81.6% | +84.0% | -2.4% | +56.3% |
| All | +59.3% | -34.9% | +94.1% | +41.5% |
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 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