-33.3%
ARQ vs VT
+345.0%
-378.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.7% | -4.1% | +33.8% | +32.9% |
| 7D | +35.6% | -4.2% | +39.8% | +39.0% |
| 30D | +17.1% | -5.8% | +22.9% | +21.7% |
| 3M | +17.1% | -5.2% | +22.3% | +21.2% |
| 6M | +1.3% | +0.1% | +1.1% | +0.3% |
| YTD | -26.6% | +8.2% | -34.8% | -31.8% |
| 1Y | -62.2% | +10.1% | -72.3% | -65.2% |
| 3Y | +31.1% | +69.7% | -38.5% | -11.7% |
| 5Y | -66.2% | +53.4% | -119.6% | -75.4% |
| 10Y | -58.3% | +219.2% | -277.5% | -80.8% |
| All | -33.3% | +345.0% | -378.2% | -77.2% |
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 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