+621.7%
VIG vs ARWR
+32.2%
+589.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | +2.8% | +14.9% | -12.1% | +1.8% |
| 6M | +8.2% | +32.6% | -24.4% | +6.2% |
| YTD | +11.0% | +30.0% | -19.0% | +9.0% |
| 1Y | +16.1% | +208.4% | -192.2% | +8.5% |
| 3Y | +56.2% | +208.8% | -152.6% | +42.5% |
| 5Y | +63.0% | +27.8% | +35.2% | +52.7% |
| 10Y | +241.4% | +1,107.6% | -866.1% | +175.3% |
| All | +621.7% | +32.2% | +589.4% | +469.2% |
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