-100.0%
VIVK vs ARWR
+25.7%
-125.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.9% | -3.4% | -6.3% |
| 7D | -7.9% | -3.2% | -4.7% | -7.8% |
| 30D | -42.0% | -6.5% | -35.5% | -41.9% |
| 3M | -92.5% | +12.7% | -105.2% | -92.6% |
| 6M | -98.0% | +36.2% | -134.2% | -98.1% |
| YTD | -97.9% | +24.5% | -122.4% | -98.0% |
| 1Y | -100.0% | +198.0% | -297.9% | -100.0% |
| 3Y | -100.0% | +176.4% | -276.3% | -100.0% |
| 5Y | -100.0% | +26.6% | -126.6% | -100.0% |
| All | -100.0% | +25.7% | -125.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling