+891.0%
XLV vs ARWR
+6.1%
+884.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -4.4% | -4.3% | -0.1% | -4.4% |
| 30D | -1.4% | -7.3% | +5.9% | -1.3% |
| 3M | +8.9% | +17.0% | -8.1% | +8.7% |
| 6M | +9.1% | +39.8% | -30.7% | +8.8% |
| YTD | +7.9% | +24.7% | -16.7% | +7.7% |
| 1Y | +22.7% | +186.5% | -163.7% | +21.7% |
| 3Y | +31.9% | +176.8% | -144.9% | +30.5% |
| 5Y | +34.9% | +29.3% | +5.5% | +33.7% |
| 10Y | +173.9% | +1,055.9% | -882.0% | +167.1% |
| All | +891.0% | +6.1% | +884.9% | +788.7% |
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 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