+185.0%
XME vs ARWR
+29.5%
+155.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +3.6% | +2.9% | +0.7% | +3.1% |
| 30D | +3.6% | -2.9% | +6.5% | +4.1% |
| 3M | +1.2% | +15.2% | -14.0% | -1.4% |
| 6M | +9.0% | +42.3% | -33.2% | +2.4% |
| YTD | +15.9% | +28.2% | -12.3% | +10.3% |
| 1Y | +43.2% | +213.2% | -170.1% | +17.5% |
| 3Y | +137.4% | +184.6% | -47.3% | +83.6% |
| 5Y | +185.0% | +29.2% | +155.8% | +134.3% |
| All | +185.0% | +29.5% | +155.5% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling