+174.6%
ARM vs VCIT
+18.0%
+156.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.9% | +5.0% |
| 7D | -15.2% | +0.1% | -15.3% | -15.5% |
| 30D | -40.7% | +1.9% | -42.6% | -43.6% |
| 3M | -39.1% | -1.4% | -37.6% | -36.9% |
| 6M | -26.4% | -2.1% | -24.3% | -22.1% |
| YTD | +59.7% | -1.6% | +61.4% | +68.0% |
| 1Y | +10.3% | -0.9% | +11.3% | +14.7% |
| 3Y | +228.9% | +20.0% | +208.9% | +142.4% |
| All | +174.6% | +18.0% | +156.6% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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