-97.7%
ARAY vs VT
+215.5%
-313.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.2% | -8.6% | -8.7% |
| 7D | -21.4% | -2.3% | -19.1% | -17.7% |
| 30D | -56.0% | -5.0% | -51.0% | -52.0% |
| 3M | -60.7% | -4.9% | -55.8% | -57.2% |
| 6M | -77.1% | -1.5% | -75.5% | -75.7% |
| YTD | -86.6% | +8.5% | -95.1% | -87.4% |
| 1Y | -91.0% | +11.4% | -102.4% | -91.8% |
| 3Y | -95.9% | +70.1% | -166.0% | -97.8% |
| 5Y | -98.0% | +53.7% | -151.8% | -98.8% |
| All | -97.7% | +215.5% | -313.2% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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