+39.3%
ARES vs VSXY
+353.1%
-313.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.7% |
| 7D | -2.7% | -10.7% | +8.0% | -1.5% |
| 30D | -2.4% | -24.3% | +21.9% | +0.6% |
| 3M | +3.9% | +1.0% | +2.9% | +3.0% |
| 6M | +26.4% | +57.4% | -31.0% | +15.4% |
| YTD | -14.9% | +39.8% | -54.7% | -21.3% |
| 1Y | -20.4% | +196.5% | -216.9% | -35.0% |
| All | +39.3% | +353.1% | -313.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling