+367.1%
VT vs ARWR
+164.6%
+202.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.5% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | -1.4% | -1.1% | -0.3% | -1.4% |
| 3M | -1.4% | -31.2% | +29.8% | +0.9% |
| 6M | +5.5% | -19.3% | +24.8% | +6.5% |
| YTD | +12.8% | -7.1% | +20.0% | +12.6% |
| 1Y | +15.4% | +62.9% | -47.5% | +10.7% |
| 3Y | +76.9% | +119.0% | -42.1% | +61.9% |
| 5Y | +60.4% | -24.4% | +84.8% | +53.3% |
| 10Y | +232.8% | +985.4% | -752.6% | +161.7% |
| All | +367.1% | +164.6% | +202.5% | +247.7% |
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