-38.8%
ARE vs VT
+215.5%
-254.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -1.0% |
| 7D | +11.4% | -2.3% | +13.8% | +13.9% |
| 30D | -0.9% | -5.0% | +4.0% | +3.9% |
| 3M | -6.2% | -4.9% | -1.3% | -1.7% |
| 6M | +0.5% | -1.5% | +2.1% | +1.6% |
| YTD | -4.4% | +8.5% | -12.9% | -11.7% |
| 1Y | -10.7% | +11.4% | -22.1% | -19.6% |
| 3Y | -48.0% | +70.1% | -118.0% | -68.4% |
| 5Y | -72.6% | +53.7% | -126.3% | -81.8% |
| All | -38.8% | +215.5% | -254.3% | -78.4% |
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