+296.4%
ARM vs VCLT
+12.6%
+283.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | +5.5% | -0.5% | +6.0% | +6.2% |
| 30D | -8.2% | -0.9% | -7.3% | -7.1% |
| 3M | -35.9% | -3.2% | -32.7% | -32.9% |
| 6M | +103.1% | -3.8% | +106.9% | +114.5% |
| YTD | +130.6% | -2.0% | +132.6% | +139.2% |
| 1Y | +86.1% | -0.8% | +86.9% | +91.0% |
| All | +296.4% | +12.6% | +283.8% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling