+10.3%
ARM vs VFC
+41.4%
-31.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | -15.2% | +11.2% | -26.4% | -17.2% |
| 30D | -40.7% | +41.5% | -82.2% | -45.8% |
| 3M | -39.1% | +38.9% | -78.0% | -44.3% |
| 6M | -26.4% | +6.1% | -32.6% | -27.4% |
| YTD | +59.7% | +14.5% | +45.2% | +51.1% |
| 1Y | +10.3% | +46.0% | -35.6% | +6.3% |
| All | +10.3% | +41.4% | -31.0% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling