-53.9%
AREC vs VT
+57.0%
-111.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.5% |
| 7D | -5.5% | +2.4% | -7.9% | -9.0% |
| 30D | -15.6% | -1.5% | -14.1% | -13.4% |
| 3M | -62.9% | -4.1% | -58.8% | -59.9% |
| 6M | -55.1% | +0.6% | -55.7% | -54.4% |
| YTD | -57.8% | +11.0% | -68.9% | -62.9% |
| 1Y | -68.3% | +13.3% | -81.7% | -72.9% |
| 3Y | -18.9% | +73.4% | -92.3% | -64.3% |
| All | -53.9% | +57.0% | -111.0% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling