+268.4%
ARTNA vs VT
+374.2%
-105.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.6% | +0.4% | +1.1% | +1.4% |
| 30D | +7.2% | +1.0% | +6.2% | +6.8% |
| 3M | +12.6% | +2.4% | +10.2% | +11.3% |
| 6M | +7.5% | +12.0% | -4.5% | +2.3% |
| YTD | +17.8% | +15.3% | +2.5% | +10.7% |
| 1Y | +14.3% | +22.6% | -8.3% | +4.5% |
| 3Y | -13.2% | +74.7% | -87.9% | -32.0% |
| 5Y | +7.1% | +66.1% | -59.0% | -15.2% |
| 10Y | +77.0% | +225.0% | -148.0% | +5.2% |
| All | +268.4% | +374.2% | -105.8% | +76.2% |
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