-32.7%
ARE vs VT
+224.5%
-257.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.1% | +0.4% | +1.6% | +1.7% |
| 30D | +5.1% | +1.0% | +4.1% | +4.2% |
| 3M | +0.4% | +2.4% | -2.0% | -2.3% |
| 6M | +1.1% | +12.0% | -10.9% | -9.4% |
| YTD | +10.7% | +15.3% | -4.6% | -3.6% |
| 1Y | -32.6% | +22.6% | -55.2% | -44.7% |
| 3Y | -47.2% | +74.7% | -121.9% | -68.8% |
| 5Y | -68.4% | +66.1% | -134.6% | -80.5% |
| All | -32.7% | +224.5% | -257.1% | -78.9% |
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