+25.8%
VTEB vs ARWR
+1,495.2%
-1,469.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.5% |
| 7D | -0.7% | -3.2% | +2.5% | -0.7% |
| 30D | -2.1% | -6.5% | +4.4% | -2.0% |
| 3M | -2.7% | +12.7% | -15.3% | -2.7% |
| 6M | -2.1% | +36.2% | -38.3% | -2.3% |
| YTD | -1.1% | +24.5% | -25.6% | -1.3% |
| 1Y | +1.3% | +198.0% | -196.7% | +0.7% |
| 3Y | +9.0% | +176.4% | -167.4% | +8.1% |
| 5Y | +1.5% | +26.6% | -25.1% | +0.7% |
| 10Y | +18.5% | +1,054.1% | -1,035.5% | +17.4% |
| All | +25.8% | +1,495.2% | -1,469.4% | +25.4% |
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