+296.4%
ARM vs VFC
-20.2%
+316.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +3.1% |
| 7D | +5.5% | -1.6% | +7.1% | +6.0% |
| 30D | -8.2% | -11.6% | +3.4% | -4.5% |
| 3M | -35.9% | -18.1% | -17.8% | -32.2% |
| 6M | +103.1% | -27.4% | +130.5% | +123.0% |
| YTD | +130.6% | -24.8% | +155.4% | +149.1% |
| 1Y | +86.1% | -8.2% | +94.3% | +85.3% |
| All | +296.4% | -20.2% | +316.7% | +263.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling