-34.4%
XE vs ARWR
+14.6%
-49.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.4% | +9.6% | +8.6% |
| 7D | +4.0% | +2.9% | +1.2% | +2.8% |
| 30D | -15.5% | -2.9% | -12.6% | -14.5% |
| 3M | -14.6% | +15.2% | -29.8% | -21.6% |
| All | -34.4% | +14.6% | -49.0% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling