+214.2%
ARM vs VFC
+19.6%
+194.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.8% |
| 7D | +19.8% | -1.4% | +21.3% | +20.4% |
| 30D | -21.8% | +24.6% | -46.4% | -27.5% |
| 3M | -26.5% | +38.4% | -65.0% | -34.4% |
| 6M | -3.9% | +15.3% | -19.2% | -10.1% |
| YTD | +82.8% | +12.7% | +70.0% | +71.6% |
| 1Y | +34.3% | +32.7% | +1.6% | +18.8% |
| 3Y | +282.2% | +43.7% | +238.5% | +211.0% |
| All | +214.2% | +19.6% | +194.6% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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