-90.5%
AREN vs VT
+66.2%
-156.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.3% | 0.0% | +17.3% | +17.3% |
| 7D | -7.1% | +0.4% | -7.6% | -7.4% |
| 30D | +4.0% | +4.5% | -0.5% | +1.1% |
| 3M | -26.8% | +2.4% | -29.1% | -28.1% |
| 6M | -66.0% | +12.0% | -78.0% | -68.6% |
| YTD | -74.0% | +15.3% | -89.3% | -76.4% |
| 1Y | -83.6% | +22.6% | -106.2% | -85.7% |
| 3Y | -74.8% | +74.7% | -149.5% | -83.7% |
| All | -90.5% | +66.2% | -156.7% | -93.1% |
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