+2,072.9%
VGT vs ARWR
-26.5%
+2,099.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +2.5% | -17.8% | +20.3% | +3.7% |
| 30D | -9.5% | -18.1% | +8.6% | -8.4% |
| 3M | -9.5% | -44.2% | +34.7% | -6.1% |
| 6M | -1.8% | -38.6% | +36.9% | +1.0% |
| YTD | +18.4% | -28.0% | +46.4% | +20.2% |
| 1Y | +18.7% | +16.1% | +2.6% | +16.3% |
| 3Y | +103.8% | +84.0% | +19.8% | +88.4% |
| 5Y | +104.4% | -35.4% | +139.7% | +97.8% |
| 10Y | +716.9% | +1,043.1% | -326.2% | +553.3% |
| All | +2,072.9% | -26.5% | +2,099.4% | +1,640.2% |
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 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