+114.5%
XLRE vs ARWR
+738.2%
-623.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.8% | -17.8% | +18.7% | +2.2% |
| 30D | +6.9% | -18.1% | +25.1% | +8.4% |
| 3M | -0.8% | -44.2% | +43.3% | +3.2% |
| 6M | +2.1% | -38.6% | +40.7% | +5.1% |
| YTD | +12.6% | -28.0% | +40.6% | +14.1% |
| 1Y | +12.5% | +16.1% | -3.6% | +9.4% |
| 3Y | +44.2% | +84.0% | -39.8% | +30.8% |
| 5Y | +9.1% | -35.4% | +44.5% | +3.6% |
| 10Y | +111.8% | +1,043.1% | -931.3% | +71.5% |
| All | +114.5% | +738.2% | -623.8% | +71.4% |
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