+10.3%
ARM vs VCLT
-3.1%
+13.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.9% |
| 7D | -15.2% | +0.3% | -15.5% | -15.9% |
| 30D | -40.7% | +3.7% | -44.3% | -47.4% |
| 3M | -39.1% | -1.0% | -38.1% | -36.7% |
| 6M | -26.4% | -3.4% | -23.1% | -17.0% |
| YTD | +59.7% | -2.6% | +62.4% | +74.9% |
| 1Y | +10.3% | -3.3% | +13.6% | +22.4% |
| All | +10.3% | -3.1% | +13.5% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling