+214.0%
ARM vs VFC
+39.3%
+174.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.9% | -10.2% | -12.1% |
| 7D | -27.1% | +10.9% | -38.0% | -29.8% |
| 30D | -44.9% | +40.6% | -85.5% | -51.5% |
| 3M | -39.3% | +34.4% | -73.7% | -45.8% |
| 6M | -20.2% | +12.3% | -32.5% | -24.8% |
| YTD | +52.5% | +14.4% | +38.1% | +41.6% |
| 1Y | +4.1% | +40.6% | -36.5% | -11.1% |
| All | +214.0% | +39.3% | +174.7% | +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 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