+52.7%
VMC vs ARWR
+29.5%
+23.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -0.5% | +2.9% | -3.4% | -0.9% |
| 30D | -9.1% | -2.9% | -6.2% | -8.8% |
| 3M | -4.1% | +15.2% | -19.4% | -6.1% |
| 6M | -5.5% | +42.3% | -47.8% | -10.1% |
| YTD | -8.9% | +28.2% | -37.1% | -12.4% |
| 1Y | -12.9% | +213.2% | -226.2% | -25.8% |
| 3Y | +22.1% | +184.6% | -162.5% | -0.8% |
| 5Y | +52.7% | +29.2% | +23.5% | +30.9% |
| All | +52.7% | +29.5% | +23.2% | +30.9% |
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