+126.5%
ARL vs VT
+345.0%
-218.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +2.1% |
| 7D | +20.3% | -4.2% | +24.5% | +22.6% |
| 30D | +35.8% | -5.8% | +41.6% | +39.4% |
| 3M | +43.6% | -5.2% | +48.8% | +47.2% |
| 6M | +58.1% | +0.1% | +58.0% | +58.3% |
| YTD | +34.0% | +8.2% | +25.8% | +29.7% |
| 1Y | +26.8% | +10.1% | +16.7% | +21.8% |
| 3Y | +63.4% | +69.7% | -6.3% | +32.2% |
| 5Y | +79.2% | +53.4% | +25.8% | +49.7% |
| 10Y | +230.1% | +219.2% | +10.8% | +123.9% |
| All | +126.5% | +345.0% | -218.5% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling