-36.0%
ARQ vs VT
+374.2%
-410.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.5% | +0.4% | +6.0% | +6.2% |
| 30D | +12.2% | +1.0% | +11.2% | +11.4% |
| 3M | -13.5% | +2.4% | -15.9% | -14.9% |
| 6M | -34.3% | +12.0% | -46.3% | -40.2% |
| YTD | -29.7% | +15.3% | -45.0% | -37.3% |
| 1Y | -68.1% | +22.6% | -90.6% | -72.7% |
| 3Y | +22.3% | +74.7% | -52.3% | -18.7% |
| 5Y | -66.2% | +66.1% | -132.4% | -76.7% |
| 10Y | -57.9% | +225.0% | -282.9% | -80.9% |
| All | -36.0% | +374.2% | -410.2% | -79.1% |
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