+86.9%
XME vs ARWR
+105.6%
-18.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.1% | +3.2% |
| 7D | -4.5% | -2.9% | -1.6% | -4.0% |
| 30D | -10.9% | -5.4% | -5.5% | -10.2% |
| 3M | -15.3% | -32.2% | +17.0% | -10.6% |
| 6M | -24.6% | -26.5% | +1.9% | -21.8% |
| YTD | -9.6% | -12.4% | +2.8% | -8.8% |
| 1Y | +2.9% | +46.9% | -44.0% | -3.2% |
| 3Y | +86.9% | +116.0% | -29.1% | +57.3% |
| All | +86.9% | +105.6% | -18.7% | +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 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 · 6 months rolling