+71.7%
ARWR vs VYM
+484.2%
-412.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | -4.3% | -1.9% | -2.5% | -2.4% |
| 30D | -7.3% | -2.6% | -4.7% | -4.7% |
| 3M | +17.0% | +3.6% | +13.4% | +13.0% |
| 6M | +39.8% | +8.7% | +31.1% | +28.8% |
| YTD | +24.7% | +14.1% | +10.5% | +9.3% |
| 1Y | +186.5% | +17.8% | +168.6% | +144.3% |
| 3Y | +176.8% | +64.5% | +112.3% | +76.1% |
| 5Y | +29.3% | +77.5% | -48.2% | -20.9% |
| 10Y | +1,055.9% | +206.1% | +849.7% | +362.5% |
| All | +71.7% | +484.2% | -412.5% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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