-96.5%
ARAY vs VT
+374.2%
-470.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | 0.0% | +1.0% | -1.0% | -1.2% |
| 3M | -27.0% | +2.4% | -29.4% | -28.7% |
| 6M | -48.1% | +12.0% | -60.1% | -53.4% |
| YTD | -67.1% | +15.3% | -82.4% | -71.3% |
| 1Y | -82.1% | +22.6% | -104.7% | -85.4% |
| 3Y | -90.8% | +74.7% | -165.4% | -94.8% |
| 5Y | -93.2% | +66.1% | -159.3% | -95.8% |
| 10Y | -95.0% | +225.0% | -320.0% | -98.5% |
| All | -96.5% | +374.2% | -470.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling