+377.4%
VT vs ARWR
+270.6%
+106.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | +1.7% | -1.2% | +0.3% |
| 30D | +1.0% | -0.7% | +1.6% | +1.0% |
| 3M | +2.4% | +14.9% | -12.5% | +1.3% |
| 6M | +12.0% | +32.6% | -20.6% | +9.5% |
| YTD | +15.3% | +30.0% | -14.7% | +12.8% |
| 1Y | +22.6% | +208.4% | -185.8% | +12.9% |
| 3Y | +74.7% | +208.8% | -134.1% | +56.4% |
| 5Y | +66.1% | +27.8% | +38.3% | +53.8% |
| 10Y | +225.0% | +1,107.6% | -882.5% | +152.8% |
| All | +377.4% | +270.6% | +106.9% | +248.3% |
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