+504.0%
VFC vs ARWR
-97.0%
+601.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -1.6% | +1.7% | -3.3% | -1.6% |
| 30D | -11.6% | -0.7% | -11.0% | -11.6% |
| 3M | -18.1% | +14.9% | -33.0% | -18.2% |
| 6M | -27.4% | +32.6% | -60.0% | -27.5% |
| YTD | -24.8% | +30.0% | -54.9% | -25.0% |
| 1Y | -8.2% | +208.4% | -216.6% | -8.9% |
| 3Y | -29.1% | +208.8% | -237.9% | -29.8% |
| 5Y | -79.2% | +27.8% | -107.0% | -79.3% |
| 10Y | -68.1% | +1,107.6% | -1,175.7% | -68.7% |
| All | +504.0% | -97.0% | +601.0% | +476.3% |
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