+5.5%
VT vs AR
-4.3%
+9.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +1.0% |
| 7D | -0.3% | -11.1% | +10.8% | -1.5% |
| 30D | -1.4% | +7.9% | -9.3% | -0.5% |
| 3M | -1.4% | +4.9% | -6.3% | -0.4% |
| 6M | +5.5% | -5.3% | +10.8% | +5.1% |
| All | +5.5% | -4.3% | +9.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 6mo: compounded portfolio wealth divided by compounded AR 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…
6mo analysis · Full analysis span regression · 6 months rolling