+1,172.8%
ARES vs VSH
+132.2%
+1,040.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.4% | -9.3% | -0.1% |
| 7D | +5.0% | +3.5% | +1.5% | +2.8% |
| 30D | +19.1% | -22.4% | +41.5% | +26.8% |
| 3M | +3.1% | -25.2% | +28.3% | +9.8% |
| 6M | +12.9% | -22.5% | +35.4% | +11.2% |
| YTD | -10.7% | +84.2% | -94.8% | -38.7% |
| 1Y | -5.5% | +87.1% | -92.6% | -35.8% |
| 3Y | +45.0% | +31.7% | +13.3% | +6.8% |
| 5Y | +87.4% | +42.6% | +44.8% | +32.3% |
| 10Y | +1,267.4% | +116.6% | +1,150.8% | +707.6% |
| All | +1,172.8% | +132.2% | +1,040.6% | +645.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling