-85.5%
ARRY vs VT
+106.3%
-191.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +7.2% |
| 7D | +48.9% | -4.2% | +53.0% | +61.5% |
| 30D | +30.5% | -5.8% | +36.3% | +46.8% |
| 3M | -6.0% | -5.2% | -0.8% | +4.8% |
| 6M | -35.2% | +0.1% | -35.3% | -33.6% |
| YTD | -42.5% | +8.2% | -50.8% | -48.3% |
| 1Y | -36.3% | +10.1% | -46.4% | -43.9% |
| 3Y | -70.8% | +69.7% | -140.4% | -88.7% |
| 5Y | -76.4% | +53.4% | -129.8% | -87.6% |
| All | -85.5% | +106.3% | -191.7% | -94.4% |
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