+1,466.8%
VTR vs ARWR
-60.7%
+1,527.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.8% |
| 7D | +0.2% | -17.8% | +18.0% | +0.3% |
| 30D | +5.5% | -18.1% | +23.6% | +5.6% |
| 3M | -0.9% | -44.2% | +43.3% | -0.6% |
| 6M | -0.4% | -38.6% | +38.2% | -0.2% |
| YTD | +17.0% | -28.0% | +45.1% | +17.1% |
| 1Y | +18.0% | +16.1% | +1.8% | +17.7% |
| 3Y | +127.4% | +84.0% | +43.4% | +125.9% |
| 5Y | +92.3% | -35.4% | +127.6% | +91.6% |
| 10Y | +129.6% | +1,043.1% | -913.5% | +126.3% |
| All | +1,466.8% | -60.7% | +1,527.5% | +1,663.7% |
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