-83.9%
ARRY vs VT
+106.7%
-190.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.2% | +10.0% |
| 7D | +72.7% | -2.3% | +75.0% | +80.5% |
| 30D | +53.3% | -5.0% | +58.2% | +69.4% |
| 3M | +11.5% | -4.9% | +16.4% | +23.4% |
| 6M | -28.0% | -1.5% | -26.4% | -23.7% |
| YTD | -36.5% | +8.5% | -45.0% | -43.1% |
| 1Y | -30.0% | +11.4% | -41.4% | -39.6% |
| 3Y | -67.5% | +70.1% | -137.5% | -87.5% |
| 5Y | -73.9% | +53.7% | -127.7% | -86.4% |
| All | -83.9% | +106.7% | -190.7% | -93.9% |
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