+1,164.9%
VST vs ARWR
+1,024.2%
+140.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.2% |
| 7D | +6.6% | -17.8% | +24.4% | +8.3% |
| 30D | -12.4% | -18.1% | +5.8% | -11.0% |
| 3M | -9.0% | -44.2% | +35.2% | -4.2% |
| 6M | -6.4% | -38.6% | +32.2% | -2.7% |
| YTD | -17.2% | -28.0% | +10.8% | -15.4% |
| 1Y | -22.0% | +16.1% | -38.2% | -24.1% |
| 3Y | +296.7% | +84.0% | +212.7% | +255.1% |
| 5Y | +637.6% | -35.4% | +673.0% | +594.2% |
| All | +1,164.9% | +1,024.2% | +140.6% | +960.0% |
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