-48.0%
ARE vs VT
+69.7%
-117.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -1.0% |
| 7D | +11.4% | -2.3% | +13.8% | +14.0% |
| 30D | -0.9% | -5.0% | +4.0% | +4.1% |
| 3M | -6.2% | -4.9% | -1.3% | -1.4% |
| 6M | +0.5% | -1.5% | +2.1% | +1.5% |
| YTD | -4.4% | +8.5% | -12.9% | -12.7% |
| 1Y | -10.7% | +11.4% | -22.1% | -20.8% |
| 3Y | -48.0% | +70.1% | -118.0% | -80.9% |
| All | -48.0% | +69.7% | -117.7% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling