+1,155.8%
VUG vs ARWR
-10.5%
+1,166.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | -3.4% | -2.9% | -0.5% | -3.2% |
| 30D | -11.1% | -5.4% | -5.7% | -10.8% |
| 3M | -7.2% | -32.2% | +25.0% | -5.1% |
| 6M | -4.1% | -26.5% | +22.4% | -2.7% |
| YTD | +1.4% | -12.4% | +13.8% | +1.6% |
| 1Y | +1.9% | +46.9% | -45.0% | -1.4% |
| 3Y | +77.7% | +116.0% | -38.2% | +63.7% |
| 5Y | +57.6% | -28.0% | +85.6% | +51.7% |
| 10Y | +398.6% | +923.9% | -525.4% | +303.7% |
| All | +1,155.8% | -10.5% | +1,166.3% | +884.3% |
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