+208.3%
ARW vs VT
+223.7%
-15.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +2.8% |
| 7D | -5.6% | +0.4% | -6.0% | -5.6% |
| 30D | -15.8% | -2.6% | -13.2% | -12.5% |
| 3M | -5.7% | -3.2% | -2.5% | -1.2% |
| 6M | -1.6% | +0.9% | -2.5% | -1.7% |
| YTD | +74.1% | +11.3% | +62.8% | +55.3% |
| 1Y | +71.7% | +14.0% | +57.7% | +48.9% |
| 3Y | +64.0% | +75.8% | -11.9% | -14.6% |
| 5Y | +59.9% | +57.8% | +2.1% | -4.9% |
| 10Y | +208.3% | +219.8% | -11.5% | -19.7% |
| All | +208.3% | +223.7% | -15.4% | -19.7% |
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