+253.6%
XME vs ARWR
+1,024.2%
-770.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +0.3% | -17.8% | +18.2% | +2.5% |
| 30D | -6.1% | -18.1% | +12.0% | -4.0% |
| 3M | -18.6% | -44.2% | +25.6% | -12.8% |
| 6M | -23.9% | -38.6% | +14.8% | -19.8% |
| YTD | -9.3% | -28.0% | +18.7% | -6.7% |
| 1Y | +1.8% | +16.1% | -14.4% | -1.8% |
| 3Y | +93.0% | +84.0% | +9.0% | +67.2% |
| 5Y | +107.0% | -35.4% | +142.4% | +94.5% |
| All | +253.6% | +1,024.2% | -770.7% | +166.6% |
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