+130.6%
VMC vs ARWR
+1,055.7%
-925.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +1.1% | -17.7% | +18.8% | +3.0% |
| 30D | +17.7% | -21.9% | +39.6% | +20.4% |
| 3M | +1.1% | -44.5% | +45.6% | +6.9% |
| 6M | +1.8% | -32.6% | +34.4% | +5.2% |
| YTD | +1.5% | -26.2% | +27.7% | +3.4% |
| 1Y | -1.1% | +23.0% | -24.1% | -4.9% |
| 3Y | +38.8% | +81.8% | -43.0% | +22.2% |
| 5Y | +49.6% | -36.0% | +85.6% | +41.2% |
| 10Y | +130.6% | +1,039.5% | -908.9% | +70.7% |
| All | +130.6% | +1,055.7% | -925.0% | +70.7% |
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