+148.5%
VLO vs ARWR
+200.0%
-51.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.1% |
| 7D | +5.8% | +2.9% | +2.9% | +6.1% |
| 30D | +28.3% | -2.9% | +31.2% | +28.0% |
| 3M | +48.7% | +15.2% | +33.5% | +51.8% |
| 6M | +71.9% | +42.3% | +29.6% | +79.0% |
| YTD | +138.7% | +28.2% | +110.5% | +147.3% |
| 1Y | +148.5% | +213.2% | -64.8% | +155.1% |
| All | +148.5% | +200.0% | -51.5% | +155.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling