-56.2%
ARR vs VT
+223.7%
-279.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -1.4% |
| 7D | +2.9% | +0.4% | +2.5% | +2.3% |
| 30D | -4.3% | -2.6% | -1.8% | -1.8% |
| 3M | -19.7% | -3.2% | -16.5% | -17.0% |
| 6M | -20.7% | +0.9% | -21.7% | -22.0% |
| YTD | -16.7% | +11.3% | -28.0% | -26.3% |
| 1Y | -9.8% | +14.0% | -23.8% | -22.3% |
| 3Y | +31.3% | +75.8% | -44.5% | -30.2% |
| 5Y | -43.5% | +57.8% | -101.4% | -66.2% |
| 10Y | -56.2% | +219.8% | -276.0% | -86.1% |
| All | -56.2% | +223.7% | -279.9% | -86.1% |
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 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