+61.8%
VNQ vs ARWR
+1,081.9%
-1,020.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.3% | -4.0% | +2.8% | -0.9% |
| 30D | -2.6% | -5.0% | +2.5% | -2.2% |
| 3M | -2.0% | +11.3% | -13.4% | -3.2% |
| 6M | +4.3% | +42.6% | -38.3% | +0.7% |
| YTD | +9.2% | +24.8% | -15.6% | +6.4% |
| 1Y | +5.6% | +178.8% | -173.2% | -4.5% |
| 3Y | +30.8% | +183.3% | -152.5% | +13.9% |
| 5Y | +8.0% | +29.5% | -21.5% | -3.0% |
| All | +61.8% | +1,081.9% | -1,020.1% | +29.3% |
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 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