-17.9%
ARCT vs VT
+215.5%
-233.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.3% | +10.2% |
| 7D | -6.2% | -2.3% | -3.8% | -2.0% |
| 30D | -19.0% | -5.0% | -14.0% | -11.4% |
| 3M | +70.2% | -4.9% | +75.1% | +86.4% |
| 6M | +13.4% | -1.5% | +14.9% | +18.6% |
| YTD | +68.8% | +8.5% | +60.4% | +55.0% |
| 1Y | +24.8% | +11.4% | +13.5% | +10.9% |
| 3Y | -43.8% | +70.1% | -113.9% | -70.0% |
| 5Y | -72.3% | +53.7% | -126.1% | -82.6% |
| All | -17.9% | +215.5% | -233.4% | -78.0% |
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