+249.9%
VT vs ARES
+1,196.0%
-946.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | +0.4% | -1.7% | +2.1% | +0.9% |
| 30D | +1.0% | +0.3% | +0.7% | +0.8% |
| 3M | +2.4% | +8.5% | -6.1% | -0.4% |
| 6M | +12.0% | +23.5% | -11.5% | +4.3% |
| YTD | +15.3% | -11.2% | +26.6% | +17.0% |
| 1Y | +22.6% | -19.3% | +41.9% | +27.2% |
| 3Y | +74.7% | +48.7% | +26.0% | +47.9% |
| 5Y | +66.1% | +106.5% | -40.4% | +24.6% |
| 10Y | +225.0% | +1,055.3% | -830.3% | +68.2% |
| All | +249.9% | +1,196.0% | -946.1% | +73.8% |
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