+214.2%
ARM vs VCLT
+10.4%
+203.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.1% |
| 7D | +19.8% | -1.9% | +21.7% | +23.0% |
| 30D | -21.8% | +1.4% | -23.2% | -23.5% |
| 3M | -26.5% | -1.8% | -24.8% | -24.7% |
| 6M | -3.9% | -3.9% | 0.0% | +2.0% |
| YTD | +82.8% | -3.9% | +86.7% | +94.8% |
| 1Y | +34.3% | -4.7% | +39.0% | +44.4% |
| 3Y | +282.2% | +14.1% | +268.1% | +235.4% |
| All | +214.2% | +10.4% | +203.8% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling