-99.4%
ARBK vs VT
+69.4%
-168.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +6.9% |
| 7D | -6.1% | -4.2% | -1.9% | +2.3% |
| 30D | -29.0% | -5.8% | -23.2% | -19.6% |
| 3M | -45.6% | -5.2% | -40.3% | -39.4% |
| 6M | -58.3% | +0.1% | -58.4% | -59.6% |
| YTD | -54.8% | +8.2% | -63.1% | -64.3% |
| 1Y | -98.0% | +10.1% | -108.1% | -98.3% |
| All | -99.4% | +69.4% | -168.7% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling