-95.1%
ARAY vs VT
+224.5%
-319.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | 0.0% | +1.0% | -1.0% | -1.4% |
| 3M | -27.0% | +2.4% | -29.4% | -29.1% |
| 6M | -48.1% | +12.0% | -60.1% | -54.4% |
| YTD | -67.1% | +15.3% | -82.4% | -72.2% |
| 1Y | -82.1% | +22.6% | -104.7% | -86.0% |
| 3Y | -90.8% | +74.7% | -165.4% | -95.3% |
| 5Y | -93.2% | +66.1% | -159.3% | -96.2% |
| All | -95.1% | +224.5% | -319.6% | -98.7% |
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