+953.0%
ARES vs VSH
+179.3%
+773.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -2.4% |
| 7D | -7.7% | +3.1% | -10.8% | -8.7% |
| 30D | -8.7% | -5.7% | -3.0% | -7.3% |
| 3M | +2.8% | -42.5% | +45.3% | +21.0% |
| 6M | +23.1% | +82.7% | -59.6% | -12.8% |
| YTD | -17.3% | +118.2% | -135.5% | -46.1% |
| 1Y | -24.3% | +109.7% | -134.0% | -50.4% |
| 3Y | +34.9% | +35.3% | -0.4% | +0.9% |
| 5Y | +93.5% | +65.6% | +27.9% | +30.1% |
| All | +953.0% | +179.3% | +773.7% | +537.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling