-85.8%
ARRY vs VT
+112.1%
-197.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +2.6% | -14.0% | -16.3% |
| 7D | +36.6% | +0.4% | +36.2% | +34.5% |
| 30D | +41.0% | -2.6% | +43.6% | +47.7% |
| 3M | -6.5% | -3.2% | -3.3% | -0.7% |
| 6M | -39.4% | +0.9% | -40.4% | -39.3% |
| YTD | -43.7% | +11.3% | -55.0% | -52.4% |
| 1Y | -39.2% | +14.0% | -53.2% | -50.2% |
| 3Y | -62.3% | +75.8% | -138.2% | -86.5% |
| 5Y | -75.9% | +57.8% | -133.8% | -88.1% |
| All | -85.8% | +112.1% | -197.9% | -94.9% |
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 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