-61.4%
XE vs ARWR
-36.5%
-24.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +4.3% |
| 7D | +25.1% | -17.9% | +43.1% | +31.6% |
| 30D | -11.5% | -18.9% | +7.4% | -6.1% |
| 3M | -44.7% | -46.0% | +1.3% | -32.2% |
| 6M | -64.5% | -40.3% | -24.2% | -58.3% |
| All | -61.4% | -36.5% | -24.9% | -57.3% |
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 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