-12.1%
ARE vs VT
+345.0%
-357.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +2.4% |
| 7D | +11.3% | -4.2% | +15.4% | +16.2% |
| 30D | -1.6% | -5.8% | +4.2% | +4.6% |
| 3M | -8.5% | -5.2% | -3.2% | -3.2% |
| 6M | +6.1% | +0.1% | +5.9% | +5.4% |
| YTD | -3.6% | +8.2% | -11.8% | -11.6% |
| 1Y | -12.1% | +10.1% | -22.2% | -20.9% |
| 3Y | -48.1% | +69.7% | -117.8% | -70.1% |
| 5Y | -72.4% | +53.4% | -125.8% | -82.3% |
| 10Y | -36.5% | +219.2% | -255.7% | -82.0% |
| All | -12.1% | +345.0% | -357.1% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling