+122.8%
VTR vs ARWR
+1,009.4%
-886.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.5% |
| 7D | +0.7% | -17.9% | +18.6% | +2.2% |
| 30D | +6.9% | -18.9% | +25.8% | +8.6% |
| 3M | +1.3% | -46.0% | +47.3% | +6.3% |
| 6M | +2.5% | -40.3% | +42.8% | +6.1% |
| YTD | +18.0% | -29.0% | +47.0% | +19.8% |
| 1Y | +19.5% | +13.8% | +5.6% | +15.7% |
| 3Y | +130.2% | +74.9% | +55.3% | +105.8% |
| 5Y | +93.8% | -36.2% | +130.1% | +83.8% |
| All | +122.8% | +1,009.4% | -886.6% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling