+169.4%
XLV vs ARWR
+1,081.9%
-912.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -4.0% | +0.5% | -3.3% |
| 30D | -1.8% | -5.0% | +3.2% | -1.5% |
| 3M | +7.8% | +11.3% | -3.6% | +6.6% |
| 6M | +9.1% | +42.6% | -33.5% | +5.7% |
| YTD | +7.7% | +24.8% | -17.1% | +5.2% |
| 1Y | +20.4% | +178.8% | -158.4% | +9.9% |
| 3Y | +30.8% | +183.3% | -152.6% | +15.2% |
| 5Y | +34.6% | +29.5% | +5.2% | +22.3% |
| All | +169.4% | +1,081.9% | -912.5% | +107.7% |
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