+938.9%
VTI vs ARWR
+47.0%
+891.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +2.5% | -17.8% | +20.4% | +2.7% |
| 30D | -1.5% | -18.1% | +16.6% | -1.4% |
| 3M | -3.2% | -44.2% | +41.0% | -2.8% |
| 6M | +2.3% | -38.6% | +41.0% | +2.7% |
| YTD | +11.6% | -28.0% | +39.7% | +11.8% |
| 1Y | +13.8% | +16.1% | -2.4% | +13.5% |
| 3Y | +77.4% | +84.0% | -6.6% | +75.8% |
| 5Y | +64.6% | -35.4% | +99.9% | +63.8% |
| 10Y | +290.6% | +1,043.1% | -752.5% | +281.8% |
| All | +938.9% | +47.0% | +891.9% | +951.6% |
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