+127.0%
VMC vs ARWR
+1,009.4%
-882.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.0% |
| 7D | -1.7% | -17.9% | +16.3% | +0.1% |
| 30D | +15.3% | -18.9% | +34.1% | +17.5% |
| 3M | +0.3% | -46.0% | +46.3% | +6.4% |
| 6M | +0.9% | -40.3% | +41.2% | +5.5% |
| YTD | -1.0% | -29.0% | +28.0% | +1.3% |
| 1Y | -4.3% | +13.8% | -18.2% | -7.3% |
| 3Y | +35.3% | +74.9% | -39.6% | +19.6% |
| 5Y | +44.4% | -36.2% | +80.6% | +36.5% |
| All | +127.0% | +1,009.4% | -882.5% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling