+820.2%
VFC vs ARWR
-98.0%
+918.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | +11.2% | -2.9% | +14.1% | +11.2% |
| 30D | +41.5% | -5.4% | +46.9% | +41.6% |
| 3M | +38.9% | -32.2% | +71.2% | +39.3% |
| 6M | +6.1% | -26.5% | +32.7% | +6.3% |
| YTD | +14.5% | -12.4% | +26.9% | +14.6% |
| 1Y | +46.0% | +46.9% | -0.9% | +45.5% |
| 3Y | +36.4% | +116.0% | -79.6% | +35.4% |
| 5Y | -67.5% | -28.0% | -39.6% | -67.7% |
| 10Y | -45.8% | +923.9% | -969.8% | -46.7% |
| All | +820.2% | -98.0% | +918.2% | +780.3% |
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