+110.6%
XLRE vs ARWR
+1,414.7%
-1,304.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | +1.7% | -2.9% | -1.4% |
| 30D | -2.8% | -0.7% | -2.2% | -2.8% |
| 3M | -0.2% | +14.9% | -15.1% | -1.5% |
| 6M | +1.9% | +32.6% | -30.7% | -0.8% |
| YTD | +10.6% | +30.0% | -19.5% | +7.6% |
| 1Y | +8.8% | +208.4% | -199.5% | -1.6% |
| 3Y | +31.5% | +208.8% | -177.3% | +15.0% |
| 5Y | +6.6% | +27.8% | -21.3% | -3.5% |
| 10Y | +84.0% | +1,107.6% | -1,023.5% | +46.8% |
| All | +110.6% | +1,414.7% | -1,304.2% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling