+897.3%
VST vs ARWR
+682.8%
+214.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.8% | +0.6% | -5.5% |
| 7D | -19.9% | -5.0% | -14.9% | -19.5% |
| 30D | -29.7% | -6.6% | -23.0% | -29.2% |
| 3M | -19.6% | -33.9% | +14.3% | -16.5% |
| 6M | -29.4% | -23.3% | -6.1% | -28.0% |
| YTD | -29.7% | -13.5% | -16.3% | -29.2% |
| 1Y | -40.0% | +42.5% | -82.6% | -42.6% |
| 3Y | +231.0% | +104.1% | +126.9% | +194.3% |
| 5Y | +500.1% | -28.8% | +528.9% | +460.3% |
| 10Y | +1,004.2% | +911.6% | +92.6% | +807.6% |
| All | +897.3% | +682.8% | +214.5% | +711.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling