+1,164.9%
VST vs ARES
+1,112.4%
+52.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | +6.6% | +0.5% | +6.1% | +6.4% |
| 30D | -12.4% | +19.7% | -32.0% | -19.2% |
| 3M | -9.0% | -9.0% | 0.0% | -6.5% |
| 6M | -6.4% | +11.5% | -18.0% | -12.3% |
| YTD | -17.2% | -13.8% | -3.4% | -15.2% |
| 1Y | -22.0% | -5.6% | -16.4% | -23.6% |
| 3Y | +296.7% | +36.1% | +260.6% | +252.2% |
| 5Y | +637.6% | +82.7% | +554.9% | +477.4% |
| All | +1,164.9% | +1,112.4% | +52.4% | +538.7% |
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