+199.0%
VLO vs ARWR
+105.6%
+93.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | -13.3% | -2.9% | -10.4% | -13.2% |
| 30D | -18.3% | -5.4% | -12.9% | -18.2% |
| 3M | +14.3% | -32.2% | +46.6% | +15.7% |
| 6M | +47.6% | -26.5% | +74.1% | +48.6% |
| YTD | +116.0% | -12.4% | +128.4% | +114.0% |
| 1Y | +101.0% | +46.9% | +54.1% | +88.7% |
| 3Y | +199.0% | +116.0% | +83.1% | +147.3% |
| All | +199.0% | +105.6% | +93.4% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling