+209.2%
ARW vs VT
+217.6%
-8.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.8% |
| 7D | -7.0% | -0.1% | -6.9% | -6.4% |
| 30D | -14.8% | -3.1% | -11.8% | -11.0% |
| 3M | -4.2% | -3.5% | -0.7% | +0.8% |
| 6M | -0.4% | +0.5% | -0.9% | +0.1% |
| YTD | +76.2% | +10.8% | +65.4% | +58.0% |
| 1Y | +72.9% | +11.9% | +61.0% | +53.3% |
| 3Y | +61.1% | +73.0% | -11.9% | -14.5% |
| 5Y | +60.0% | +58.6% | +1.4% | -5.5% |
| 10Y | +209.2% | +219.2% | -10.0% | -19.5% |
| All | +209.2% | +217.6% | -8.5% | -19.5% |
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 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