+2,825.0%
VMC vs ARWR
-97.0%
+2,922.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -4.3% | +1.7% | -6.0% | -4.3% |
| 30D | -8.2% | -0.7% | -7.6% | -8.2% |
| 3M | -7.0% | +14.9% | -21.9% | -7.1% |
| 6M | -10.8% | +32.6% | -43.4% | -10.9% |
| YTD | -7.4% | +30.0% | -37.4% | -7.6% |
| 1Y | -9.5% | +208.4% | -217.8% | -10.2% |
| 3Y | +20.5% | +208.8% | -188.3% | +19.2% |
| 5Y | +51.6% | +27.8% | +23.7% | +50.5% |
| 10Y | +150.0% | +1,107.6% | -957.5% | +144.5% |
| All | +2,825.0% | -97.0% | +2,922.0% | +2,776.1% |
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