+174.6%
ARM vs XBI
+94.9%
+79.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.2% | +2.3% |
| 7D | -15.2% | -2.4% | -12.8% | -12.8% |
| 30D | -40.7% | +1.3% | -42.0% | -41.2% |
| 3M | -39.1% | -1.5% | -37.6% | -39.0% |
| 6M | -26.4% | +10.7% | -37.1% | -34.1% |
| YTD | +59.7% | +25.0% | +34.8% | +27.6% |
| 1Y | +10.3% | +39.9% | -29.5% | -21.4% |
| 3Y | +228.9% | +119.2% | +109.7% | +59.0% |
| All | +174.6% | +94.9% | +79.7% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling