+153.1%
EXPE vs ARWR
+1,075.6%
-922.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.4% | -6.5% | -7.7% |
| 7D | -9.8% | +2.9% | -12.6% | -10.1% |
| 30D | -11.5% | -2.9% | -8.6% | -11.2% |
| 3M | +21.7% | +15.2% | +6.5% | +18.8% |
| 6M | +10.4% | +42.3% | -31.9% | +4.4% |
| YTD | -2.5% | +28.2% | -30.7% | -6.8% |
| 1Y | +27.3% | +213.2% | -185.9% | +6.8% |
| 3Y | +153.5% | +184.6% | -31.1% | +102.3% |
| 5Y | +91.1% | +29.2% | +61.8% | +62.3% |
| 10Y | +153.1% | +1,012.5% | -859.4% | +81.6% |
| All | +153.1% | +1,075.6% | -922.4% | +81.6% |
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