-57.4%
ARR vs VT
+345.0%
-402.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +2.0% |
| 7D | -1.6% | -4.2% | +2.5% | +0.6% |
| 30D | -5.1% | -5.8% | +0.7% | -2.0% |
| 3M | -20.6% | -5.2% | -15.4% | -18.4% |
| 6M | -20.5% | +0.1% | -20.6% | -20.6% |
| YTD | -17.9% | +8.2% | -26.1% | -21.4% |
| 1Y | -10.3% | +10.1% | -20.4% | -14.9% |
| 3Y | +30.1% | +69.7% | -39.6% | -1.1% |
| 5Y | -45.1% | +53.4% | -98.5% | -56.1% |
| 10Y | -56.1% | +219.2% | -275.4% | -72.6% |
| All | -57.4% | +345.0% | -402.4% | -74.9% |
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