+1,112.0%
VST vs ARWR
+906.2%
+205.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.2% | +9.3% | +10.4% |
| 7D | -9.8% | -2.9% | -6.9% | -9.6% |
| 30D | -25.1% | -5.4% | -19.7% | -24.8% |
| 3M | -11.6% | -32.2% | +20.7% | -8.5% |
| 6M | -20.9% | -26.5% | +5.6% | -19.0% |
| YTD | -22.3% | -12.4% | -9.9% | -21.9% |
| 1Y | -32.0% | +46.9% | -78.9% | -35.1% |
| 3Y | +262.4% | +116.0% | +146.4% | +220.9% |
| 5Y | +563.4% | -28.0% | +591.3% | +518.7% |
| All | +1,112.0% | +906.2% | +205.8% | +897.4% |
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