+420.0%
VLO vs ARWR
-28.9%
+448.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.0% |
| 6M | +47.6% | -26.5% | +74.1% | +48.8% |
| YTD | +116.0% | -12.4% | +128.4% | +114.6% |
| 1Y | +101.0% | +46.9% | +54.1% | +91.2% |
| 3Y | +199.0% | +116.0% | +83.1% | +162.0% |
| All | +420.0% | -28.9% | +448.9% | +372.2% |
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 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