+121.0%
VTR vs ARES
+1,112.4%
-991.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | +5.5% | +19.7% | -14.2% | +0.6% |
| 3M | -0.9% | -9.0% | +8.1% | +1.2% |
| 6M | -0.4% | +11.5% | -12.0% | -4.5% |
| YTD | +17.0% | -13.8% | +30.9% | +18.8% |
| 1Y | +18.0% | -5.6% | +23.5% | +16.1% |
| 3Y | +127.4% | +36.1% | +91.3% | +87.0% |
| 5Y | +92.3% | +82.7% | +9.6% | +37.0% |
| All | +121.0% | +1,112.4% | -991.4% | +0.2% |
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