+237.8%
XME vs ARWR
+72.3%
+165.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.1% | +1.7% | -1.8% | -0.3% |
| 30D | +6.0% | -0.7% | +6.6% | +6.1% |
| 3M | -7.7% | +14.9% | -22.6% | -9.2% |
| 6M | +1.0% | +32.6% | -31.7% | -2.3% |
| YTD | +14.6% | +30.0% | -15.4% | +11.0% |
| 1Y | +46.0% | +208.4% | -162.4% | +28.8% |
| 3Y | +127.0% | +208.8% | -81.8% | +92.4% |
| 5Y | +175.8% | +27.8% | +148.0% | +147.0% |
| 10Y | +414.6% | +1,107.6% | -692.9% | +237.5% |
| All | +237.8% | +72.3% | +165.4% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling