+222.8%
ARCC vs VT
+217.6%
+5.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.9% |
| 7D | +2.3% | -0.1% | +2.4% | +2.2% |
| 30D | +4.7% | -3.1% | +7.8% | +7.4% |
| 3M | -0.3% | -3.5% | +3.2% | +2.5% |
| 6M | +7.5% | +0.5% | +7.0% | +6.3% |
| YTD | +3.8% | +10.8% | -7.0% | -6.1% |
| 1Y | +5.9% | +11.9% | -6.0% | -5.1% |
| 3Y | +31.4% | +73.0% | -41.6% | -21.5% |
| 5Y | +49.1% | +58.6% | -9.5% | -4.0% |
| 10Y | +222.8% | +219.2% | +3.6% | +9.7% |
| All | +222.8% | +217.6% | +5.2% | +9.7% |
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 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