-54.4%
AREC vs VT
+53.4%
-107.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.2% | +14.7% | +14.6% |
| 7D | -10.7% | -2.3% | -8.3% | -7.2% |
| 30D | -33.1% | -5.0% | -28.2% | -27.1% |
| 3M | -51.2% | -4.9% | -46.4% | -46.6% |
| 6M | -53.5% | -1.5% | -52.0% | -51.1% |
| YTD | -55.4% | +8.5% | -63.9% | -59.3% |
| 1Y | -69.3% | +11.4% | -80.7% | -72.9% |
| 3Y | -18.6% | +70.1% | -88.7% | -63.3% |
| All | -54.4% | +53.4% | -107.9% | -72.0% |
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