ARC Daily Performance
This chart is a hypothetical composite constructed from public holdings and historical price data for research transparency.
A continuously updated, price-only performance series for the Adaptive Regime Core (ARC), built from published holdings and daily closing prices. It’s a transparent composite view under static weight assumptions.
What you’re seeing
- Price return since start (base = 0%).
- Price return only (dividends and distributions are excluded).
- Default chart comparison includes VT, VTI, VXUS for context.
- Holdings toggle isolates ARC constituents only.
Interpretation
- Composite reflects the published portfolio weights used for this reference implementation.
- Weights are static.
- Hypothetical backtest; educational only.
Key stats
Tracking begins at newest holdings inception: AVES
Methodology
- Uses composite weights.
- Daily close prices; price return only.
- Static weights; no rebalance modeled.
- No fees, taxes, slippage, cash flows.
- Composite starts at 0% on the first date with valid prices for every weighted holding. Missing prices carry forward for up to five calendar days; longer gaps are unavailable.
Historical results are hypothetical, derived from public data, and provided for educational purposes only.
Price Return Since Inception (Base = 0%)
Choose dates or a preset to explore a range. On desktop, hover for exact values or drag to zoom.
Showing Sep 30, 2021 → Oct 5, 2026 · 1,258 observations. Presets use calendar months; returns stay based on inception.