+256.8%
ARWR vs VT
+374.2%
-117.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | +0.4% | +1.2% | +1.2% |
| 30D | -0.7% | +1.0% | -1.6% | -1.6% |
| 3M | +14.9% | +2.4% | +12.5% | +12.2% |
| 6M | +32.6% | +12.0% | +20.6% | +18.6% |
| YTD | +30.0% | +15.3% | +14.7% | +12.7% |
| 1Y | +208.4% | +22.6% | +185.8% | +152.3% |
| 3Y | +208.8% | +74.7% | +134.1% | +85.4% |
| 5Y | +27.8% | +66.1% | -38.3% | -16.3% |
| 10Y | +1,107.6% | +225.0% | +882.5% | +401.5% |
| All | +256.8% | +374.2% | -117.4% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling