+173.7%
VEA vs ARWR
+113.2%
+60.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.0% | +1.7% | -0.7% | +0.9% |
| 30D | +1.9% | -0.7% | +2.6% | +2.0% |
| 3M | +3.2% | +14.9% | -11.7% | +2.2% |
| 6M | +10.2% | +32.6% | -22.4% | +8.0% |
| YTD | +18.9% | +30.0% | -11.2% | +16.4% |
| 1Y | +29.3% | +208.4% | -179.0% | +19.6% |
| 3Y | +76.8% | +208.8% | -132.0% | +59.3% |
| 5Y | +61.2% | +27.8% | +33.4% | +49.9% |
| 10Y | +163.3% | +1,107.6% | -944.3% | +104.7% |
| All | +173.7% | +113.2% | +60.5% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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