+77.7%
VUG vs ARWR
+105.6%
-27.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | -3.4% | -2.9% | -0.5% | -3.1% |
| 30D | -11.1% | -5.4% | -5.7% | -10.6% |
| 3M | -7.2% | -32.2% | +25.0% | -3.7% |
| 6M | -4.1% | -26.5% | +22.4% | -1.8% |
| YTD | +1.4% | -12.4% | +13.8% | +1.6% |
| 1Y | +1.9% | +46.9% | -45.0% | -3.9% |
| 3Y | +77.7% | +116.0% | -38.2% | +49.6% |
| All | +77.7% | +105.6% | -27.8% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling