+73.0%
AROW vs VT
+217.6%
-144.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +7.1% | -3.1% | +10.2% | +10.2% |
| 3M | +0.9% | -3.5% | +4.4% | +4.1% |
| 6M | +6.6% | +0.5% | +6.2% | +5.3% |
| YTD | +27.2% | +10.8% | +16.4% | +13.7% |
| 1Y | +32.8% | +11.9% | +20.9% | +17.5% |
| 3Y | +89.4% | +73.0% | +16.5% | +8.5% |
| 5Y | +31.7% | +58.6% | -26.9% | -18.4% |
| 10Y | +73.0% | +219.2% | -146.2% | -50.4% |
| All | +73.0% | +217.6% | -144.7% | -50.4% |
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