-100.0%
ARBK vs VT
+65.4%
-165.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -2.5% |
| 7D | -14.4% | -0.7% | -13.7% | -13.8% |
| 30D | -33.7% | -1.7% | -31.9% | -31.5% |
| 3M | -53.6% | -2.3% | -51.3% | -51.7% |
| 6M | -67.9% | +1.5% | -69.4% | -69.8% |
| YTD | -60.7% | +12.0% | -72.7% | -70.9% |
| 1Y | -97.9% | +12.9% | -110.8% | -98.4% |
| 3Y | -99.5% | +74.9% | -174.4% | -99.8% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| All | -100.0% | +65.4% | -165.3% | -100.0% |
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