+266.5%
VT vs AR
-26.3%
+292.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.2% |
| 7D | -1.6% | -5.2% | +3.5% | -1.1% |
| 30D | -2.5% | +17.2% | -19.7% | -4.0% |
| 3M | -1.3% | +9.5% | -10.8% | -2.3% |
| 6M | +3.1% | +2.7% | +0.4% | +2.5% |
| YTD | +10.9% | +15.9% | -4.9% | +8.6% |
| 1Y | +12.1% | +20.5% | -8.4% | +9.2% |
| 3Y | +73.9% | +31.0% | +42.9% | +65.8% |
| 5Y | +58.0% | +89.3% | -31.4% | +42.8% |
| 10Y | +225.5% | +61.0% | +164.5% | +176.9% |
| All | +266.5% | -26.3% | +292.7% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling