+1,080.9%
ARWR vs VT
+224.4%
+856.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -1.1% |
| 7D | -19.9% | -0.7% | -19.2% | -19.7% |
| 30D | -18.7% | -1.7% | -17.0% | -17.0% |
| 3M | -44.7% | -2.3% | -42.4% | -42.8% |
| 6M | -36.5% | +1.5% | -38.0% | -38.5% |
| YTD | -25.7% | +12.0% | -37.7% | -39.0% |
| 1Y | +18.9% | +12.9% | +6.1% | -3.2% |
| 3Y | +83.1% | +74.9% | +8.1% | -23.8% |
| 5Y | -34.9% | +59.9% | -94.8% | -67.4% |
| 10Y | +1,080.9% | +224.6% | +856.2% | +14.3% |
| All | +1,080.9% | +224.4% | +856.5% | +14.3% |
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