+193.0%
ARM vs VCLT
+12.2%
+180.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.3% |
| 7D | -5.3% | +1.2% | -6.6% | -6.9% |
| 30D | -30.0% | +3.4% | -33.4% | -33.3% |
| 3M | -34.1% | -0.9% | -33.2% | -33.2% |
| 6M | -12.6% | -3.1% | -9.5% | -8.4% |
| YTD | +70.4% | -2.4% | +72.8% | +77.8% |
| 1Y | +22.3% | -2.7% | +24.9% | +27.9% |
| 3Y | +261.2% | +16.9% | +244.3% | +207.2% |
| All | +193.0% | +12.2% | +180.8% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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