-98.4%
ARAY vs VT
+217.6%
-316.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -0.5% | -16.0% | -15.8% |
| 7D | -43.0% | -0.1% | -42.9% | -42.5% |
| 30D | -65.3% | -3.1% | -62.3% | -63.5% |
| 3M | -72.5% | -3.5% | -69.0% | -70.8% |
| 6M | -79.0% | +0.5% | -79.5% | -78.8% |
| YTD | -90.3% | +10.8% | -101.1% | -91.2% |
| 1Y | -93.2% | +11.9% | -105.1% | -93.9% |
| 3Y | -96.8% | +73.0% | -169.7% | -98.3% |
| 5Y | -98.6% | +58.6% | -157.2% | -99.2% |
| 10Y | -98.4% | +219.2% | -317.6% | -99.6% |
| All | -98.4% | +217.6% | -316.1% | -99.6% |
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