+1,216.9%
VST vs ARES
+1,057.9%
+159.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | +8.9% | -1.7% | +10.6% | +9.6% |
| 30D | +6.2% | +0.3% | +5.9% | +5.9% |
| 3M | -2.7% | +8.5% | -11.2% | -6.7% |
| 6M | -8.4% | +23.5% | -31.8% | -17.5% |
| YTD | -7.2% | -11.2% | +4.0% | -5.2% |
| 1Y | -20.9% | -19.3% | -1.6% | -16.6% |
| 3Y | +384.0% | +48.7% | +335.3% | +320.3% |
| 5Y | +757.1% | +106.5% | +650.5% | +551.1% |
| All | +1,216.9% | +1,057.9% | +159.0% | +557.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling