+219.2%
VT vs ARES
+1,270.2%
-1,051.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.1% | +8.1% | -8.3% | -2.5% |
| 30D | -3.1% | +18.9% | -22.0% | -8.2% |
| 3M | -3.5% | +2.3% | -5.8% | -4.6% |
| 6M | +0.5% | +12.7% | -12.3% | -4.2% |
| YTD | +10.8% | -10.8% | +21.5% | +12.1% |
| 1Y | +11.9% | -5.3% | +17.2% | +10.8% |
| 3Y | +73.0% | +42.0% | +30.9% | +44.5% |
| 5Y | +58.6% | +88.3% | -29.7% | +16.3% |
| 10Y | +219.2% | +1,148.2% | -929.0% | +48.7% |
| All | +219.2% | +1,270.2% | -1,051.0% | +48.7% |
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