+297.5%
VST vs ARES
+43.8%
+253.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +5.1% |
| 7D | -0.5% | +5.0% | -5.5% | -3.6% |
| 30D | -17.1% | +19.1% | -36.1% | -25.6% |
| 3M | -4.6% | +3.1% | -7.7% | -7.5% |
| 6M | -9.1% | +12.9% | -21.9% | -17.8% |
| YTD | -16.6% | -10.7% | -6.0% | -12.9% |
| 1Y | -29.5% | -5.5% | -23.9% | -30.4% |
| 3Y | +297.5% | +45.0% | +252.5% | +247.8% |
| All | +297.5% | +43.8% | +253.7% | +247.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling