+97.5%
ARCO vs VT
+222.7%
-125.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -1.5% | -0.1% | -1.3% | -1.3% |
| 30D | +0.2% | -0.7% | +0.9% | +1.0% |
| 3M | -1.6% | +4.0% | -5.6% | -6.0% |
| 6M | +2.9% | +12.3% | -9.4% | -9.5% |
| YTD | +12.1% | +14.0% | -1.9% | -3.0% |
| 1Y | +21.3% | +20.3% | +1.0% | -1.1% |
| 3Y | -8.1% | +75.4% | -83.5% | -50.8% |
| 5Y | +70.3% | +66.0% | +4.4% | -3.3% |
| 10Y | +97.5% | +228.2% | -130.7% | -50.5% |
| All | +97.5% | +222.7% | -125.2% | -50.5% |
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