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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
- Total return since start (base = 0%).
- Price return only (dividends and distributions are excluded).
- Default chart comparison includes VT, VTI, and 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
Holdings loaded11
Weight sum1.000000
Coverage threshold≥ 99%
Tracking begins at newest holdings inception: AVES
External simulation: testfol.io backtest ↗
Methodology
- Uses composite weights.
- Daily close prices; price return only.
- Static weights; no rebalance modeled.
- No fees, taxes, slippage, cash flows.
- Normalized to 0% at first data point.
Historical results are hypothetical, derived from public data, and provided for educational purposes only.
Price Return Since Inception (Base = 0%)
Best viewed on desktop. Hover for exact values and drag to select a date range.
Range: Sep 30, 2021 → Apr 8, 2026 • 1,134 dates parsed