+1,351.4%
ARIS vs VT
+222.7%
+1,128.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-07 to 2026-09-07.
| 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% | +27.5% |
| 3M | +17.0% | +2.4% | +14.6% | +15.7% |
| 6M | -4.8% | +12.0% | -16.8% | -11.6% |
| YTD | +23.5% | +15.3% | +8.2% | +12.6% |
| 1Y | +125.0% | +22.6% | +102.4% | +96.8% |
| 3Y | +844.2% | +74.7% | +769.6% | +549.4% |
| 5Y | +477.5% | +66.1% | +411.4% | +305.2% |
| All | +1,351.4% | +222.7% | +1,128.7% | +427.8% |
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 2016-09-07 to 2026-09-07: 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…
2016-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling