+400.3%
AROW vs VT
+346.0%
+54.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +0.3% | -2.3% | +2.6% | +2.3% |
| 30D | +5.1% | -5.0% | +10.1% | +9.7% |
| 3M | -3.0% | -4.9% | +1.9% | +1.1% |
| 6M | +5.7% | -1.5% | +7.3% | +6.5% |
| YTD | +25.6% | +8.5% | +17.1% | +15.7% |
| 1Y | +32.0% | +11.4% | +20.6% | +18.7% |
| 3Y | +82.0% | +70.1% | +11.9% | +12.6% |
| 5Y | +27.3% | +53.7% | -26.4% | -15.2% |
| 10Y | +99.3% | +220.0% | -120.7% | -29.2% |
| All | +400.3% | +346.0% | +54.3% | +35.2% |
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