-39.3%
VG vs ARWR
+306.7%
-346.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.7% | +1.7% | 0.0% | +1.5% |
| 30D | +16.0% | -0.7% | +16.7% | +16.0% |
| 3M | +9.7% | +14.9% | -5.1% | +7.5% |
| 6M | +29.6% | +32.6% | -3.1% | +23.7% |
| YTD | +112.0% | +30.0% | +82.0% | +102.0% |
| 1Y | +12.8% | +208.4% | -195.6% | -16.5% |
| All | -39.3% | +306.7% | -346.0% | -66.8% |
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