+315.5%
ARM vs XBI
+104.1%
+211.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +2.6% |
| 7D | +12.5% | -3.6% | +16.1% | +16.4% |
| 30D | -1.4% | +0.9% | -2.2% | -3.1% |
| 3M | -18.7% | +21.4% | -40.1% | -33.6% |
| 6M | +124.6% | +25.5% | +99.1% | +79.2% |
| YTD | +141.7% | +30.8% | +110.9% | +85.0% |
| 1Y | +87.7% | +68.6% | +19.1% | +11.7% |
| All | +315.5% | +104.1% | +211.4% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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