+226.6%
ARM vs VLTO
+54.8%
+171.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.3% | +4.5% |
| 7D | -15.2% | +5.4% | -20.6% | -17.3% |
| 30D | -40.7% | +22.3% | -63.0% | -46.8% |
| 3M | -39.1% | +19.6% | -58.7% | -44.8% |
| 6M | -26.4% | +35.2% | -61.6% | -39.6% |
| YTD | +59.7% | +17.9% | +41.9% | +44.8% |
| 1Y | +10.3% | +19.5% | -9.2% | -2.0% |
| 3Y | +228.9% | +73.9% | +154.9% | +110.1% |
| All | +226.6% | +54.8% | +171.8% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling