-65.6%
XE vs ARWR
-17.0%
-48.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.6% | -12.0% | -9.8% |
| 7D | -12.9% | +2.4% | -15.3% | -13.8% |
| 30D | -30.3% | -1.1% | -29.1% | -30.0% |
| 3M | -45.9% | -31.2% | -14.7% | -38.3% |
| 6M | -66.2% | -19.3% | -46.9% | -64.5% |
| All | -65.6% | -17.0% | -48.6% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling