+588.9%
VST vs ARWR
-28.9%
+617.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.2% | +9.3% | +10.4% |
| 7D | -9.8% | -2.9% | -6.9% | -9.5% |
| 30D | -25.1% | -5.4% | -19.7% | -24.6% |
| 3M | -11.6% | -32.2% | +20.7% | -7.0% |
| 6M | -20.9% | -26.5% | +5.6% | -18.1% |
| YTD | -22.3% | -12.4% | -9.9% | -21.7% |
| 1Y | -32.0% | +46.9% | -78.9% | -36.5% |
| 3Y | +262.4% | +116.0% | +146.4% | +197.0% |
| All | +588.9% | -28.9% | +617.8% | +459.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling