+158.3%
VEA vs ARWR
+16.4%
+141.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.4% |
| 7D | +1.8% | -17.9% | +19.8% | +2.9% |
| 30D | -0.9% | -18.9% | +18.0% | +0.3% |
| 3M | -5.0% | -46.0% | +40.9% | -1.6% |
| 6M | 0.0% | -40.3% | +40.3% | +2.7% |
| YTD | +12.2% | -29.0% | +41.2% | +13.8% |
| 1Y | +14.7% | +13.8% | +0.9% | +12.7% |
| 3Y | +73.2% | +74.9% | -1.7% | +61.4% |
| 5Y | +53.7% | -36.2% | +89.9% | +48.8% |
| 10Y | +159.3% | +1,028.0% | -868.7% | +104.2% |
| All | +158.3% | +16.4% | +141.8% | +105.7% |
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