+1,164.6%
ARES vs VO
+251.7%
+912.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.7% |
| 7D | -1.7% | -0.3% | -1.4% | -1.3% |
| 30D | +0.3% | -0.3% | +0.6% | +0.7% |
| 3M | +8.5% | +2.9% | +5.5% | +5.2% |
| 6M | +23.5% | +9.3% | +14.1% | +11.9% |
| YTD | -11.2% | +14.2% | -25.4% | -23.1% |
| 1Y | -19.3% | +15.3% | -34.5% | -30.6% |
| 3Y | +48.7% | +56.2% | -7.6% | -6.5% |
| 5Y | +106.5% | +42.4% | +64.1% | +47.4% |
| 10Y | +1,055.3% | +194.7% | +860.6% | +347.4% |
| All | +1,164.6% | +251.7% | +912.9% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling