+947.7%
VTI vs ARWR
+51.9%
+895.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.3% |
| 7D | -0.7% | -19.9% | +19.2% | -0.5% |
| 30D | -1.9% | -18.7% | +16.8% | -1.8% |
| 3M | -1.4% | -44.7% | +43.3% | -1.0% |
| 6M | +3.5% | -36.5% | +40.0% | +3.8% |
| YTD | +12.6% | -25.7% | +38.2% | +12.8% |
| 1Y | +12.7% | +18.9% | -6.2% | +12.4% |
| 3Y | +78.8% | +83.1% | -4.3% | +77.1% |
| 5Y | +67.2% | -34.9% | +102.0% | +66.4% |
| 10Y | +293.9% | +1,080.9% | -787.0% | +284.9% |
| All | +947.7% | +51.9% | +895.8% | +960.2% |
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