+135.9%
XLU vs ARWR
+1,081.9%
-946.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -1.4% |
| 30D | -3.3% | -5.0% | +1.7% | -3.1% |
| 3M | -3.2% | +11.3% | -14.5% | -3.8% |
| 6M | -7.0% | +42.6% | -49.6% | -8.7% |
| YTD | +0.6% | +24.8% | -24.2% | -0.8% |
| 1Y | +2.4% | +178.8% | -176.3% | -3.1% |
| 3Y | +46.3% | +183.3% | -137.1% | +35.3% |
| 5Y | +44.0% | +29.5% | +14.5% | +35.3% |
| All | +135.9% | +1,081.9% | -946.0% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling