+88.0%
VTR vs ARES
+95.7%
-7.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.5% |
| 30D | -2.8% | -2.4% | -0.4% | -2.6% |
| 3M | +9.0% | +3.9% | +5.1% | +7.8% |
| 6M | +5.0% | +26.4% | -21.4% | -0.3% |
| YTD | +16.9% | -14.9% | +31.8% | +19.2% |
| 1Y | +34.3% | -20.4% | +54.7% | +38.4% |
| 3Y | +131.6% | +38.8% | +92.8% | +96.0% |
| All | +88.0% | +95.7% | -7.6% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling