-44.2%
ARLO vs VT
+138.5%
-182.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +0.2% | -17.1% | -17.2% |
| 7D | -14.7% | -2.3% | -12.4% | -11.6% |
| 30D | +3.3% | -5.0% | +8.2% | +11.5% |
| 3M | -20.2% | -4.9% | -15.4% | -13.9% |
| 6M | -15.3% | -1.5% | -13.8% | -13.4% |
| YTD | -11.8% | +8.5% | -20.3% | -22.9% |
| 1Y | -27.2% | +11.4% | -38.5% | -38.8% |
| 3Y | +36.2% | +70.1% | -33.9% | -39.5% |
| 5Y | +77.8% | +53.7% | +24.1% | -4.0% |
| All | -44.2% | +138.5% | -182.7% | -84.0% |
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