+44.2%
XLU vs ARWR
+29.9%
+14.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | -3.2% | +11.3% | -14.5% | -3.9% |
| 6M | -7.0% | +42.6% | -49.6% | -9.1% |
| YTD | +0.6% | +24.8% | -24.2% | -1.1% |
| 1Y | +2.4% | +178.8% | -176.3% | -4.3% |
| 3Y | +46.3% | +183.3% | -137.1% | +32.4% |
| All | +44.2% | +29.9% | +14.3% | +28.1% |
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