+1,101.7%
ARES vs VFC
-48.6%
+1,150.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.3% | 0.0% |
| 7D | +0.5% | +1.6% | -1.2% | 0.0% |
| 30D | +19.7% | +25.5% | -5.8% | +11.3% |
| 3M | -9.0% | +41.3% | -50.3% | -18.7% |
| 6M | +11.5% | +22.2% | -10.7% | +3.3% |
| YTD | -13.8% | +16.4% | -30.2% | -19.0% |
| 1Y | -5.6% | +38.4% | -44.0% | -16.2% |
| 3Y | +36.1% | +56.2% | -20.1% | +0.8% |
| 5Y | +82.7% | -68.2% | +150.8% | +159.4% |
| All | +1,101.7% | -48.6% | +1,150.3% | +1,326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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