+210.5%
ARW vs VT
+224.4%
-13.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.6% |
| 7D | -2.3% | -0.7% | -1.6% | -0.9% |
| 30D | -12.3% | -1.7% | -10.5% | -9.8% |
| 3M | -4.1% | -2.3% | -1.8% | -0.6% |
| 6M | -2.2% | +1.5% | -3.8% | -3.0% |
| YTD | +79.7% | +12.0% | +67.7% | +59.0% |
| 1Y | +79.3% | +12.9% | +66.4% | +57.3% |
| 3Y | +64.3% | +74.9% | -10.7% | -14.0% |
| 5Y | +60.3% | +59.9% | +0.4% | -6.2% |
| 10Y | +210.5% | +224.6% | -14.1% | -22.1% |
| All | +210.5% | +224.4% | -13.8% | -22.1% |
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