+152.5%
VMC vs ARWR
+978.7%
-826.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -3.0% |
| 7D | -5.3% | -3.2% | -2.1% | -5.0% |
| 30D | -12.3% | -6.5% | -5.8% | -11.7% |
| 3M | -10.3% | +12.7% | -22.9% | -11.6% |
| 6M | -8.6% | +36.2% | -44.8% | -11.7% |
| YTD | -11.9% | +24.5% | -36.3% | -14.3% |
| 1Y | -13.9% | +198.0% | -211.9% | -23.5% |
| 3Y | +18.2% | +176.4% | -158.2% | +1.3% |
| 5Y | +47.7% | +26.6% | +21.2% | +31.7% |
| 10Y | +152.5% | +1,054.1% | -901.6% | +81.5% |
| All | +152.5% | +978.7% | -826.2% | +81.5% |
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