-10.5%
ARE vs VT
+363.9%
-374.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +7.0% |
| 7D | +15.3% | -0.3% | +15.6% | +15.7% |
| 30D | +0.3% | -1.4% | +1.7% | +1.8% |
| 3M | -4.5% | -1.4% | -3.1% | -2.9% |
| 6M | +15.0% | +5.5% | +9.5% | +8.5% |
| YTD | -1.8% | +12.8% | -14.6% | -13.7% |
| 1Y | -9.7% | +15.4% | -25.1% | -22.5% |
| 3Y | -47.1% | +76.9% | -124.0% | -70.8% |
| 5Y | -71.9% | +60.4% | -132.3% | -82.8% |
| 10Y | -35.3% | +232.8% | -268.1% | -82.4% |
| All | -10.5% | +363.9% | -374.4% | -83.6% |
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