+1,917.9%
VRT vs ARES
+771.1%
+1,146.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.5% | +7.1% |
| 7D | -10.6% | +5.0% | -15.6% | -13.6% |
| 30D | -17.4% | +19.1% | -36.5% | -26.5% |
| 3M | -26.4% | +3.1% | -29.5% | -28.6% |
| 6M | -41.0% | +12.9% | -53.9% | -46.3% |
| YTD | +23.8% | -10.7% | +34.5% | +26.1% |
| 1Y | +11.6% | -5.5% | +17.2% | +9.3% |
| 3Y | +403.5% | +45.0% | +358.5% | +295.5% |
| 5Y | +647.0% | +87.4% | +559.7% | +397.3% |
| All | +1,917.9% | +771.1% | +1,146.8% | +814.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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