-9.5%
ARR vs VT
+13.0%
-22.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -0.4% |
| 7D | +2.9% | +0.4% | +2.5% | +2.5% |
| 30D | -4.3% | -2.6% | -1.8% | -2.7% |
| 3M | -19.7% | -3.2% | -16.5% | -17.9% |
| 6M | -20.7% | +0.9% | -21.7% | -21.5% |
| YTD | -16.7% | +11.3% | -28.0% | -24.9% |
| All | -9.5% | +13.0% | -22.5% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling