+31.2%
XLRE vs ARWR
+173.2%
-141.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.9% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | -2.2% | -6.5% | +4.2% | -1.8% |
| 3M | -2.6% | +12.7% | -15.3% | -3.9% |
| 6M | +2.6% | +36.2% | -33.6% | -0.6% |
| YTD | +9.3% | +24.5% | -15.2% | +6.4% |
| 1Y | +7.2% | +198.0% | -190.8% | -4.4% |
| All | +31.2% | +173.2% | -141.9% | +9.0% |
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