+25.0%
ARWR vs VSXY
+42.7%
-17.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.1% |
| 7D | +2.9% | -6.8% | +9.6% | +3.9% |
| 30D | -2.9% | -20.4% | +17.5% | +0.6% |
| 3M | +15.2% | +2.9% | +12.3% | +13.7% |
| 6M | +42.3% | +67.9% | -25.6% | +23.9% |
| YTD | +28.2% | +44.9% | -16.7% | +14.3% |
| 1Y | +213.2% | +205.9% | +7.3% | +137.3% |
| 3Y | +184.6% | +373.9% | -189.2% | +77.9% |
| 5Y | +29.2% | +23.5% | +5.8% | +3.4% |
| All | +25.0% | +42.7% | -17.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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