+296.4%
ARM vs VIG
+57.3%
+239.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +5.1% |
| 7D | +5.5% | -0.4% | +5.9% | +6.7% |
| 30D | -8.2% | -1.0% | -7.2% | -6.0% |
| 3M | -35.9% | +2.8% | -38.7% | -39.9% |
| 6M | +103.1% | +8.2% | +94.9% | +68.9% |
| YTD | +130.6% | +11.0% | +119.6% | +79.8% |
| 1Y | +86.1% | +16.1% | +69.9% | +29.8% |
| All | +296.4% | +57.3% | +239.2% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling