-32.0%
VST vs ARWR
+44.4%
-76.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.2% | +9.3% | +10.4% |
| 7D | -9.8% | -2.9% | -6.9% | -9.4% |
| 30D | -25.1% | -5.4% | -19.7% | -24.5% |
| 3M | -11.6% | -32.2% | +20.7% | -6.1% |
| 6M | -20.9% | -26.5% | +5.6% | -17.9% |
| YTD | -22.3% | -12.4% | -9.9% | -21.2% |
| 1Y | -32.0% | +46.9% | -78.9% | -33.8% |
| All | -32.0% | +44.4% | -76.4% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling