-98.5%
ARAY vs VT
+224.4%
-322.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -1.4% |
| 7D | -46.7% | -0.7% | -46.0% | -45.8% |
| 30D | -63.6% | -1.7% | -61.9% | -62.4% |
| 3M | -72.4% | -2.3% | -70.1% | -71.3% |
| 6M | -76.5% | +1.5% | -78.0% | -76.5% |
| YTD | -90.2% | +12.0% | -102.3% | -91.3% |
| 1Y | -93.2% | +12.9% | -106.0% | -94.0% |
| 3Y | -96.8% | +74.9% | -171.7% | -98.3% |
| 5Y | -98.6% | +59.9% | -158.5% | -99.2% |
| 10Y | -98.5% | +224.6% | -323.1% | -99.6% |
| All | -98.5% | +224.4% | -322.9% | -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