+8.1%
VNQ vs ARWR
+26.2%
-18.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | -0.9% | -3.2% | +2.3% | -0.5% |
| 30D | -2.2% | -6.5% | +4.2% | -1.6% |
| 3M | -1.9% | +12.7% | -14.6% | -3.7% |
| 6M | +3.2% | +36.2% | -33.0% | -1.3% |
| YTD | +9.4% | +24.5% | -15.1% | +5.4% |
| 1Y | +7.5% | +198.0% | -190.5% | -8.1% |
| 3Y | +31.1% | +176.4% | -145.3% | +6.4% |
| All | +8.1% | +26.2% | -18.0% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling