+1.8%
XME vs ARWR
+17.3%
-15.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +0.3% | -17.8% | +18.2% | +3.2% |
| 30D | -6.1% | -18.1% | +12.0% | -3.3% |
| 3M | -18.6% | -44.2% | +25.6% | -10.1% |
| 6M | -23.9% | -38.6% | +14.8% | -17.8% |
| YTD | -9.3% | -28.0% | +18.7% | -5.4% |
| 1Y | +1.8% | +16.1% | -14.4% | +0.3% |
| All | +1.8% | +17.3% | -15.6% | +0.3% |
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 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