+392.5%
VNQ vs ARWR
+55.6%
+336.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.3% | +1.7% | -2.9% | -1.3% |
| 30D | -2.9% | -0.7% | -2.3% | -2.9% |
| 3M | +0.8% | +14.9% | -14.1% | -0.1% |
| 6M | +2.5% | +32.6% | -30.2% | +0.6% |
| YTD | +10.6% | +30.0% | -19.4% | +8.6% |
| 1Y | +9.1% | +208.4% | -199.3% | +2.0% |
| 3Y | +31.0% | +208.8% | -177.8% | +19.9% |
| 5Y | +4.9% | +27.8% | -22.9% | -1.5% |
| 10Y | +59.5% | +1,107.6% | -1,048.1% | +31.0% |
| All | +392.5% | +55.6% | +336.9% | +291.3% |
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