-45.1%
ARR vs VT
+53.2%
-98.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +3.6% |
| 7D | -1.6% | -4.2% | +2.5% | +2.2% |
| 30D | -5.1% | -5.8% | +0.7% | +0.2% |
| 3M | -20.6% | -5.2% | -15.4% | -16.7% |
| 6M | -20.5% | +0.1% | -20.6% | -21.0% |
| YTD | -17.9% | +8.2% | -26.1% | -24.4% |
| 1Y | -10.3% | +10.1% | -20.4% | -18.8% |
| 3Y | +30.1% | +69.7% | -39.6% | -23.9% |
| 5Y | -45.1% | +53.4% | -98.5% | -66.2% |
| All | -45.1% | +53.2% | -98.3% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling