+44.8%
VNQ vs ARWR
+79.8%
-35.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.8% | -17.8% | +18.6% | +2.1% |
| 30D | +6.8% | -18.1% | +24.9% | +8.2% |
| 3M | -1.3% | -44.2% | +42.9% | +2.7% |
| 6M | +2.4% | -38.6% | +41.0% | +5.4% |
| YTD | +12.1% | -28.0% | +40.1% | +13.4% |
| 1Y | +12.0% | +16.1% | -4.2% | +8.0% |
| 3Y | +44.8% | +84.0% | -39.2% | +28.0% |
| All | +44.8% | +79.8% | -35.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling