-26.4%
ARM vs VIG
+6.8%
-33.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.9% |
| 7D | -15.2% | -1.8% | -13.4% | -10.0% |
| 30D | -40.7% | +2.7% | -43.4% | -47.3% |
| 3M | -39.1% | 0.0% | -39.1% | -39.8% |
| 6M | -26.4% | +6.8% | -33.2% | -46.7% |
| All | -26.4% | +6.8% | -33.2% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 6mo: compounded portfolio wealth divided by compounded VIG 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…
6mo analysis · Full analysis span regression · 6 months rolling