+213.7%
VT vs ARES
+1,191.6%
-977.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.3% | +4.5% | -6.9% | -3.7% |
| 30D | -5.0% | +15.7% | -20.7% | -9.3% |
| 3M | -4.9% | -2.0% | -2.9% | -4.7% |
| 6M | -1.5% | +10.4% | -12.0% | -5.5% |
| YTD | +8.5% | -14.2% | +22.7% | +11.1% |
| 1Y | +11.4% | -7.8% | +19.1% | +11.1% |
| 3Y | +70.1% | +41.4% | +28.7% | +42.3% |
| 5Y | +53.7% | +83.7% | -29.9% | +14.0% |
| All | +213.7% | +1,191.6% | -977.9% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling