+24,428.1%
VLO vs ARWR
-97.0%
+24,525.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +5.2% | +1.7% | +3.5% | +5.2% |
| 30D | +22.6% | -0.7% | +23.3% | +22.6% |
| 3M | +43.8% | +14.9% | +28.9% | +43.6% |
| 6M | +65.7% | +32.6% | +33.1% | +65.4% |
| YTD | +131.1% | +30.0% | +101.1% | +130.5% |
| 1Y | +143.6% | +208.4% | -64.7% | +141.6% |
| 3Y | +201.4% | +208.8% | -7.4% | +198.1% |
| 5Y | +568.9% | +27.8% | +541.1% | +563.6% |
| 10Y | +891.8% | +1,107.6% | -215.7% | +868.9% |
| All | +24,428.1% | -97.0% | +24,525.1% | +23,298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling