+106.6%
EXE vs ARWR
+28.5%
+78.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | +1.7% | -1.9% | -0.4% |
| 30D | +8.5% | -0.7% | +9.1% | +8.5% |
| 3M | +5.5% | +14.9% | -9.4% | +4.1% |
| 6M | -5.9% | +32.6% | -38.5% | -8.5% |
| YTD | -9.7% | +30.0% | -39.8% | -12.3% |
| 1Y | +3.6% | +208.4% | -204.8% | -7.3% |
| 3Y | +18.0% | +208.8% | -190.8% | +0.7% |
| All | +106.6% | +28.5% | +78.1% | +92.3% |
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