+262.4%
VST vs ARES
+37.4%
+225.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.4% | +10.4% |
| 7D | -9.8% | +4.5% | -14.4% | -12.6% |
| 30D | -25.1% | +15.7% | -40.9% | -32.0% |
| 3M | -11.6% | -2.0% | -9.6% | -12.0% |
| 6M | -20.9% | +10.4% | -31.3% | -27.9% |
| YTD | -22.3% | -14.2% | -8.1% | -17.1% |
| 1Y | -32.0% | -7.8% | -24.2% | -32.4% |
| 3Y | +262.4% | +41.4% | +221.0% | +225.2% |
| All | +262.4% | +37.4% | +225.0% | +225.2% |
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