+227.8%
VST vs ARES
+37.2%
+190.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -4.9% |
| 7D | -19.9% | +4.9% | -24.8% | -22.6% |
| 30D | -29.7% | +13.6% | -43.2% | -35.4% |
| 3M | -19.6% | -3.3% | -16.2% | -19.3% |
| 6M | -29.4% | +11.0% | -40.4% | -35.9% |
| YTD | -29.7% | -14.4% | -15.3% | -25.0% |
| 1Y | -40.0% | -9.1% | -30.9% | -39.7% |
| All | +227.8% | +37.2% | +190.6% | +194.5% |
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 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