+892.8%
ARKW vs VT
+244.2%
+648.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.4% | +0.4% | +1.9% | +1.8% |
| 30D | +9.4% | +1.0% | +8.4% | +7.9% |
| 3M | +8.5% | +2.4% | +6.1% | +5.2% |
| 6M | +21.4% | +12.0% | +9.4% | +2.8% |
| YTD | +7.6% | +15.3% | -7.8% | -12.6% |
| 1Y | +3.8% | +22.6% | -18.8% | -22.6% |
| 3Y | +176.7% | +74.7% | +102.1% | +26.9% |
| 5Y | +7.5% | +66.1% | -58.7% | -43.3% |
| 10Y | +690.7% | +225.0% | +465.7% | +109.1% |
| All | +892.8% | +244.2% | +648.6% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling