+1,089.9%
ARES vs VSH
+124.9%
+965.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -1.8% |
| 7D | -0.3% | +26.2% | -26.5% | -8.2% |
| 30D | +15.3% | -12.5% | +27.8% | +18.0% |
| 3M | -5.4% | -16.9% | +11.5% | -2.6% |
| 6M | +10.0% | -17.0% | +27.0% | +5.2% |
| YTD | -14.7% | +93.8% | -108.5% | -44.1% |
| 1Y | -9.7% | +99.3% | -109.0% | -41.7% |
| 3Y | +35.8% | +35.0% | +0.8% | -3.0% |
| 5Y | +80.9% | +45.8% | +35.1% | +22.8% |
| All | +1,089.9% | +124.9% | +965.0% | +589.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling