-100.0%
ARTL vs VT
+138.3%
-238.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.6% | +10.6% |
| 7D | +9.1% | -1.6% | +10.7% | +10.7% |
| 30D | -34.8% | -2.5% | -32.3% | -33.3% |
| 3M | -64.1% | -1.3% | -62.8% | -63.8% |
| 6M | -92.1% | +3.1% | -95.2% | -92.3% |
| YTD | -92.7% | +10.9% | -103.7% | -93.4% |
| 1Y | -97.0% | +12.1% | -109.1% | -97.3% |
| 3Y | -98.9% | +73.9% | -172.8% | -99.4% |
| 5Y | -99.9% | +58.0% | -157.9% | -99.9% |
| All | -100.0% | +138.3% | -238.3% | -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 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