+152.7%
ARES vs VSXY
+42.7%
+110.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -1.7% |
| 7D | -0.3% | -6.8% | +6.4% | +0.5% |
| 30D | +1.3% | -20.4% | +21.7% | +4.7% |
| 3M | +10.4% | +2.9% | +7.5% | +8.8% |
| 6M | +29.0% | +67.9% | -38.9% | +13.3% |
| YTD | -12.2% | +44.9% | -57.1% | -21.2% |
| 1Y | -18.4% | +205.9% | -224.4% | -37.4% |
| 3Y | +43.2% | +373.9% | -330.7% | -8.8% |
| 5Y | +102.6% | +23.5% | +79.1% | +65.5% |
| All | +152.7% | +42.7% | +110.0% | +102.2% |
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