+353.7%
ARLP vs VT
+374.2%
-20.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | +6.8% | +1.0% | +5.8% | +5.8% |
| 3M | +4.3% | +2.4% | +1.9% | +1.6% |
| 6M | +3.0% | +12.0% | -9.0% | -8.2% |
| YTD | +22.6% | +15.3% | +7.2% | +6.1% |
| 1Y | +28.2% | +22.6% | +5.6% | +4.8% |
| 3Y | +83.3% | +74.7% | +8.6% | +5.7% |
| 5Y | +384.1% | +66.1% | +318.0% | +187.5% |
| 10Y | +223.5% | +225.0% | -1.5% | +10.3% |
| All | +353.7% | +374.2% | -20.5% | -4.5% |
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