+1,205.2%
VST vs ARES
+1,313.3%
-108.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +5.7% |
| 7D | -0.5% | +5.0% | -5.5% | -2.8% |
| 30D | -17.1% | +19.1% | -36.1% | -23.2% |
| 3M | -4.6% | +3.1% | -7.7% | -6.7% |
| 6M | -9.1% | +12.9% | -21.9% | -15.1% |
| YTD | -16.6% | -10.7% | -6.0% | -15.8% |
| 1Y | -29.5% | -5.5% | -23.9% | -30.7% |
| 3Y | +297.5% | +45.0% | +252.5% | +245.5% |
| 5Y | +654.5% | +87.4% | +567.1% | +485.5% |
| 10Y | +1,205.2% | +1,267.4% | -62.2% | +538.8% |
| All | +1,205.2% | +1,313.3% | -108.1% | +538.8% |
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