-100.0%
VIVK vs ARWR
+1,009.4%
-1,109.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.5% | -5.1% | -9.4% |
| 7D | -38.6% | -17.9% | -20.7% | -38.0% |
| 30D | -87.7% | -18.9% | -68.8% | -87.6% |
| 3M | -98.9% | -46.0% | -52.9% | -98.8% |
| 6M | -100.0% | -40.3% | -59.6% | -100.0% |
| YTD | -100.0% | -29.0% | -71.0% | -100.0% |
| 1Y | -100.0% | +13.8% | -113.8% | -100.0% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| 5Y | -100.0% | -36.2% | -63.8% | -100.0% |
| All | -100.0% | +1,009.4% | -1,109.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling