+165.8%
VXUS vs ARWR
+423.9%
-258.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | -0.6% |
| 7D | +2.3% | -17.9% | +20.2% | +3.6% |
| 30D | -2.2% | -18.9% | +16.7% | -1.0% |
| 3M | -5.4% | -46.0% | +40.6% | -1.6% |
| 6M | -1.2% | -40.3% | +39.1% | +1.8% |
| YTD | +10.4% | -29.0% | +39.4% | +12.1% |
| 1Y | +11.8% | +13.8% | -2.0% | +9.6% |
| 3Y | +68.4% | +74.9% | -6.5% | +55.6% |
| 5Y | +45.9% | -36.2% | +82.1% | +40.4% |
| 10Y | +144.7% | +1,028.0% | -883.2% | +92.9% |
| All | +165.8% | +423.9% | -258.1% | +99.1% |
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