+120.4%
VSH vs ARWR
+1,009.4%
-889.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.2% | -3.9% |
| 7D | +26.2% | -17.9% | +44.1% | +29.8% |
| 30D | -12.5% | -18.9% | +6.4% | -9.7% |
| 3M | -16.9% | -46.0% | +29.1% | -8.3% |
| 6M | -17.0% | -40.3% | +23.4% | -10.4% |
| YTD | +93.8% | -29.0% | +122.8% | +102.2% |
| 1Y | +99.3% | +13.8% | +85.5% | +90.8% |
| 3Y | +35.0% | +74.9% | -39.9% | +13.5% |
| 5Y | +45.8% | -36.2% | +82.0% | +34.8% |
| All | +120.4% | +1,009.4% | -889.0% | +52.0% |
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 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