+214.2%
ARM vs VGT
+112.6%
+101.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.7% |
| 7D | +19.8% | +5.6% | +14.2% | +8.1% |
| 30D | -21.8% | -10.6% | -11.2% | -0.5% |
| 3M | -26.5% | -6.9% | -19.6% | -12.2% |
| 6M | -3.9% | +0.9% | -4.9% | +3.6% |
| YTD | +82.8% | +20.4% | +62.3% | +43.7% |
| 1Y | +34.3% | +17.4% | +16.9% | +10.7% |
| 3Y | +282.2% | +106.3% | +175.9% | +17.6% |
| All | +214.2% | +112.6% | +101.5% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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