+966.7%
ARWR vs VT
+222.7%
+744.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -3.5% |
| 7D | -17.9% | +2.9% | -20.8% | -22.4% |
| 30D | -18.9% | -2.5% | -16.4% | -16.1% |
| 3M | -46.0% | -3.3% | -42.6% | -43.1% |
| 6M | -40.3% | +1.5% | -41.9% | -42.2% |
| YTD | -29.0% | +11.4% | -40.3% | -41.1% |
| 1Y | +13.8% | +11.9% | +1.9% | -6.0% |
| 3Y | +74.9% | +73.9% | +1.0% | -26.4% |
| 5Y | -36.2% | +57.9% | -94.1% | -67.4% |
| All | +966.7% | +222.7% | +744.1% | +1.0% |
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