+3,072.9%
VMC vs ARWR
-98.3%
+3,171.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.0% |
| 7D | -4.3% | -19.9% | +15.6% | -4.2% |
| 30D | +16.2% | -18.7% | +34.9% | +16.3% |
| 3M | -0.8% | -44.7% | +43.9% | -0.5% |
| 6M | +1.2% | -36.5% | +37.7% | +1.4% |
| YTD | +0.5% | -25.7% | +26.1% | +0.6% |
| 1Y | -2.9% | +18.9% | -21.8% | -3.1% |
| 3Y | +37.3% | +83.1% | -45.7% | +36.4% |
| 5Y | +48.8% | -34.9% | +83.6% | +48.3% |
| 10Y | +131.4% | +1,080.9% | -949.4% | +126.7% |
| All | +3,072.9% | -98.3% | +3,171.2% | +3,030.3% |
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