+247.1%
ARLP vs VT
+53.2%
+193.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.1% |
| 7D | -8.5% | -4.2% | -4.3% | -6.6% |
| 30D | -0.1% | -5.8% | +5.7% | +2.8% |
| 3M | -0.6% | -5.2% | +4.6% | +1.9% |
| 6M | -1.2% | +0.1% | -1.4% | -1.8% |
| YTD | +14.1% | +8.2% | +5.9% | +8.3% |
| 1Y | +9.8% | +10.1% | -0.4% | +3.1% |
| 3Y | +41.5% | +69.7% | -28.1% | +0.8% |
| 5Y | +247.1% | +53.4% | +193.7% | +157.9% |
| All | +247.1% | +53.2% | +193.9% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling