+36.4%
VFC vs ARWR
+105.6%
-69.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +11.2% | -2.9% | +14.1% | +12.0% |
| 30D | +41.5% | -5.4% | +46.9% | +43.3% |
| 3M | +38.9% | -32.2% | +71.2% | +52.6% |
| 6M | +6.1% | -26.5% | +32.7% | +12.5% |
| YTD | +14.5% | -12.4% | +26.9% | +14.9% |
| 1Y | +46.0% | +46.9% | -0.9% | +24.1% |
| 3Y | +36.4% | +116.0% | -79.6% | -13.2% |
| All | +36.4% | +105.6% | -69.2% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling