+3,129.5%
VMC vs ARWR
-98.3%
+3,227.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +17.9% | +2.7% |
| 7D | +0.3% | -17.3% | +17.6% | +0.4% |
| 30D | +18.6% | -21.5% | +40.1% | +18.7% |
| 3M | +2.0% | -43.8% | +45.9% | +2.4% |
| 6M | +2.6% | -32.3% | +34.9% | +2.8% |
| YTD | +2.3% | -25.8% | +28.1% | +2.4% |
| 1Y | +1.7% | +25.5% | -23.8% | +1.5% |
| 3Y | +41.7% | +84.1% | -42.4% | +40.7% |
| 5Y | +46.6% | -39.2% | +85.9% | +46.2% |
| 10Y | +140.3% | +1,072.4% | -932.1% | +135.4% |
| All | +3,129.5% | -98.3% | +3,227.8% | +3,086.1% |
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