-55.6%
ARQ vs VT
+215.5%
-271.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.2% |
| 7D | +42.9% | -2.3% | +45.3% | +44.8% |
| 30D | +23.4% | -5.0% | +28.4% | +29.0% |
| 3M | +19.9% | -4.9% | +24.8% | +25.3% |
| 6M | +9.5% | -1.5% | +11.1% | +10.0% |
| YTD | -22.6% | +8.5% | -31.1% | -30.9% |
| 1Y | -38.3% | +11.4% | -49.7% | -46.5% |
| 3Y | +38.3% | +70.1% | -31.8% | -23.1% |
| 5Y | -64.4% | +53.7% | -118.1% | -77.8% |
| All | -55.6% | +215.5% | -271.1% | -87.2% |
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