+676.6%
ARKW vs VT
+221.4%
+455.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | +3.7% | +1.0% | +2.6% | +2.0% |
| 30D | +6.9% | -0.2% | +7.1% | +7.4% |
| 3M | +12.1% | +4.5% | +7.5% | +4.6% |
| 6M | +23.8% | +14.1% | +9.7% | +0.5% |
| YTD | +7.0% | +14.8% | -7.8% | -13.7% |
| 1Y | +1.5% | +21.2% | -19.6% | -24.5% |
| 3Y | +173.6% | +76.6% | +97.0% | +16.3% |
| 5Y | +9.7% | +66.6% | -56.9% | -45.3% |
| 10Y | +676.6% | +222.3% | +454.4% | +83.6% |
| All | +676.6% | +221.4% | +455.2% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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