+155.4%
ARES vs VSXY
+37.4%
+118.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | -1.7% | -14.0% | +12.3% | +0.5% |
| 30D | +0.3% | -15.9% | +16.2% | +2.7% |
| 3M | +8.5% | +3.4% | +5.1% | +6.8% |
| 6M | +23.5% | +25.9% | -2.4% | +14.3% |
| YTD | -11.2% | +39.5% | -50.7% | -19.8% |
| 1Y | -19.3% | +194.4% | -213.6% | -37.7% |
| 3Y | +48.7% | +281.4% | -232.8% | -0.6% |
| 5Y | +106.5% | +12.8% | +93.8% | +70.1% |
| All | +155.4% | +37.4% | +118.1% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling