+1,740.6%
VRT vs ARES
+736.1%
+1,004.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -21.4% | +4.5% | -25.9% | -24.0% |
| 30D | -25.8% | +15.7% | -41.6% | -32.9% |
| 3M | -33.5% | -2.0% | -31.5% | -33.6% |
| 6M | -49.0% | +10.4% | -59.4% | -53.1% |
| YTD | +12.9% | -14.2% | +27.2% | +17.7% |
| 1Y | 0.0% | -7.8% | +7.8% | -1.0% |
| 3Y | +361.8% | +41.4% | +320.4% | +267.9% |
| 5Y | +565.1% | +83.7% | +481.5% | +349.8% |
| All | +1,740.6% | +736.1% | +1,004.5% | +753.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling