+953.0%
ARES vs VCLT
+17.0%
+936.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.0% |
| 7D | -7.7% | -1.3% | -6.4% | -6.9% |
| 30D | -8.7% | -1.1% | -7.6% | -8.0% |
| 3M | +2.8% | -3.7% | +6.5% | +5.5% |
| 6M | +23.1% | -4.0% | +27.1% | +26.8% |
| YTD | -17.3% | -3.4% | -13.9% | -15.2% |
| 1Y | -24.3% | -4.1% | -20.2% | -22.0% |
| 3Y | +34.9% | +11.0% | +23.9% | +25.8% |
| 5Y | +93.5% | -17.0% | +110.5% | +111.1% |
| All | +953.0% | +17.0% | +936.0% | +982.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling