+436.9%
XME vs ARWR
+978.7%
-541.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -0.2% | -3.2% | +3.0% | +0.2% |
| 30D | +1.4% | -6.5% | +7.9% | +2.2% |
| 3M | +2.7% | +12.7% | -10.0% | +1.0% |
| 6M | +6.5% | +36.2% | -29.7% | +2.2% |
| YTD | +15.2% | +24.5% | -9.3% | +11.4% |
| 1Y | +43.5% | +198.0% | -154.5% | +24.6% |
| 3Y | +135.9% | +176.4% | -40.5% | +96.6% |
| 5Y | +181.5% | +26.6% | +154.9% | +146.1% |
| 10Y | +436.9% | +1,054.1% | -617.2% | +292.1% |
| All | +436.9% | +978.7% | -541.9% | +292.1% |
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