-100.0%
ARBK vs VT
+59.7%
-159.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +7.2% |
| 7D | -6.1% | -4.2% | -1.9% | +2.6% |
| 30D | -29.0% | -5.8% | -23.2% | -19.3% |
| 3M | -45.6% | -5.2% | -40.3% | -39.2% |
| 6M | -58.3% | +0.1% | -58.4% | -59.5% |
| YTD | -54.8% | +8.2% | -63.1% | -63.8% |
| 1Y | -98.0% | +10.1% | -108.1% | -98.3% |
| 3Y | -99.4% | +69.7% | -169.1% | -99.8% |
| 5Y | -100.0% | +53.4% | -153.3% | -100.0% |
| All | -100.0% | +59.7% | -159.7% | -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 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