+399.1%
VNQ vs ARWR
-13.9%
+413.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.8% | -17.8% | +18.6% | +1.7% |
| 30D | +6.8% | -18.1% | +24.9% | +7.8% |
| 3M | -1.3% | -44.2% | +42.9% | +1.5% |
| 6M | +2.4% | -38.6% | +41.0% | +4.5% |
| YTD | +12.1% | -28.0% | +40.1% | +13.2% |
| 1Y | +12.0% | +16.1% | -4.2% | +10.0% |
| 3Y | +44.8% | +84.0% | -39.2% | +35.9% |
| 5Y | +6.9% | -35.4% | +42.2% | +3.7% |
| 10Y | +82.9% | +1,043.1% | -960.1% | +52.2% |
| All | +399.1% | -13.9% | +413.0% | +307.9% |
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