+109.8%
AROC vs VT
+69.4%
+40.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -3.0% | -2.4% |
| 7D | -16.5% | -4.2% | -12.3% | -12.4% |
| 30D | -13.1% | -5.8% | -7.3% | -7.0% |
| 3M | -21.0% | -5.2% | -15.8% | -16.2% |
| 6M | -31.9% | +0.1% | -32.0% | -32.9% |
| YTD | +5.0% | +8.2% | -3.2% | -6.9% |
| 1Y | +9.2% | +10.1% | -0.9% | -5.5% |
| All | +109.8% | +69.4% | +40.4% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling