+270.2%
ARGT vs VT
+224.4%
+45.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -1.1% |
| 7D | -5.8% | -0.7% | -5.1% | -5.0% |
| 30D | -17.2% | -1.7% | -15.4% | -15.5% |
| 3M | -20.2% | -2.3% | -17.9% | -18.1% |
| 6M | -17.8% | +1.5% | -19.3% | -19.3% |
| YTD | -18.9% | +12.0% | -30.9% | -29.1% |
| 1Y | -18.2% | +12.9% | -31.0% | -29.1% |
| 3Y | +90.5% | +74.9% | +15.6% | -0.8% |
| 5Y | +124.6% | +59.9% | +64.7% | +31.1% |
| 10Y | +270.2% | +224.6% | +45.6% | -4.2% |
| All | +270.2% | +224.4% | +45.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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