-69.1%
ARTW vs VT
+356.1%
-425.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -3.1% | -1.6% | -1.5% | -2.0% |
| 30D | -8.9% | -2.5% | -6.5% | -7.4% |
| 3M | +31.9% | -1.3% | +33.2% | +33.2% |
| 6M | +5.9% | +3.1% | +2.9% | +4.0% |
| YTD | +21.3% | +10.9% | +10.3% | +14.0% |
| 1Y | +15.4% | +12.1% | +3.3% | +8.2% |
| 3Y | +39.7% | +73.9% | -34.2% | -1.2% |
| 5Y | -24.0% | +58.0% | -82.0% | -43.9% |
| 10Y | -5.0% | +225.5% | -230.5% | -59.0% |
| All | -69.1% | +356.1% | -425.2% | -88.8% |
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