-100.0%
ARTL vs VT
+132.5%
-232.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.8% | -3.2% |
| 7D | -8.4% | -4.2% | -4.3% | -4.8% |
| 30D | -38.9% | -5.8% | -33.1% | -35.5% |
| 3M | -68.7% | -5.2% | -63.5% | -67.3% |
| 6M | -92.4% | +0.1% | -92.5% | -92.4% |
| YTD | -93.6% | +8.2% | -101.8% | -94.1% |
| 1Y | -96.0% | +10.1% | -106.1% | -96.3% |
| 3Y | -99.0% | +69.7% | -168.7% | -99.4% |
| 5Y | -99.9% | +53.4% | -153.3% | -100.0% |
| All | -100.0% | +132.5% | -232.4% | -100.0% |
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