+244.6%
ARTNA vs VT
+363.9%
-119.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +1.2% | -1.4% | +2.7% | +1.8% |
| 3M | +0.5% | -1.4% | +1.9% | +1.0% |
| 6M | +10.3% | +5.5% | +4.8% | +7.6% |
| YTD | +10.2% | +12.8% | -2.6% | +4.4% |
| 1Y | +8.3% | +15.4% | -7.1% | +1.6% |
| 3Y | -10.7% | +76.9% | -87.6% | -30.5% |
| 5Y | -3.6% | +60.4% | -64.0% | -22.6% |
| 10Y | +60.6% | +232.8% | -172.2% | -5.5% |
| All | +244.6% | +363.9% | -119.3% | +66.2% |
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