+238.9%
ARL vs VT
+215.5%
+23.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.2% |
| 7D | +21.8% | -2.3% | +24.1% | +24.2% |
| 30D | +42.3% | -5.0% | +47.3% | +48.5% |
| 3M | +49.9% | -4.9% | +54.8% | +56.5% |
| 6M | +65.1% | -1.5% | +66.6% | +67.5% |
| YTD | +39.9% | +8.5% | +31.4% | +30.7% |
| 1Y | +35.5% | +11.4% | +24.2% | +23.7% |
| 3Y | +73.9% | +70.1% | +3.8% | +13.1% |
| 5Y | +87.1% | +53.7% | +33.4% | +30.9% |
| All | +238.9% | +215.5% | +23.4% | +92.1% |
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