+375.1%
VTI vs ARES
+1,181.8%
-806.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +0.6% | -0.3% | +1.0% | +0.7% |
| 30D | -1.1% | +1.3% | -2.4% | -1.6% |
| 3M | +3.9% | +10.4% | -6.5% | +0.3% |
| 6M | +14.6% | +29.0% | -14.4% | +4.7% |
| YTD | +13.3% | -12.2% | +25.5% | +15.4% |
| 1Y | +19.2% | -18.4% | +37.6% | +23.5% |
| 3Y | +77.4% | +43.2% | +34.2% | +50.6% |
| 5Y | +74.0% | +102.6% | -28.6% | +29.3% |
| 10Y | +294.6% | +1,029.6% | -735.0% | +99.0% |
| All | +375.1% | +1,181.8% | -806.7% | +130.1% |
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