+1,573.4%
ARIS vs VT
+217.6%
+1,355.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -3.9% |
| 7D | +10.3% | -0.1% | +10.5% | +10.6% |
| 30D | -8.1% | -3.1% | -5.1% | -5.3% |
| 3M | -6.8% | -3.5% | -3.3% | -3.3% |
| 6M | -19.2% | +0.5% | -19.7% | -18.1% |
| YTD | -1.9% | +10.8% | -12.7% | -6.9% |
| 1Y | +47.8% | +11.9% | +35.9% | +39.5% |
| 3Y | +600.6% | +73.0% | +527.6% | +394.4% |
| 5Y | +302.9% | +58.6% | +244.3% | +196.5% |
| 10Y | +1,573.4% | +219.2% | +1,354.2% | +405.9% |
| All | +1,573.4% | +217.6% | +1,355.8% | +405.9% |
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