-95.3%
ARIS vs VT
+405.8%
-501.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | +28.3% | +1.0% | +27.3% | +27.6% |
| 3M | +17.0% | +2.4% | +14.6% | +15.8% |
| 6M | -4.8% | +12.0% | -16.8% | -11.3% |
| YTD | +23.5% | +15.3% | +8.2% | +13.0% |
| 1Y | +125.0% | +22.6% | +102.4% | +97.6% |
| 3Y | +844.2% | +74.7% | +769.6% | +552.0% |
| 5Y | +477.5% | +66.1% | +411.4% | +310.5% |
| 10Y | +1,423.3% | +225.0% | +1,198.3% | +588.4% |
| All | -95.3% | +405.8% | -501.1% | -98.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling