+211.9%
ARM vs VLTO
+54.1%
+157.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.4% | -12.7% | -12.9% |
| 7D | -27.1% | +12.0% | -39.1% | -31.2% |
| 30D | -44.9% | +20.8% | -65.7% | -50.3% |
| 3M | -39.3% | +20.1% | -59.4% | -45.1% |
| 6M | -20.2% | +32.6% | -52.8% | -33.7% |
| YTD | +52.5% | +17.3% | +35.2% | +38.6% |
| 1Y | +4.1% | +17.3% | -13.2% | -6.2% |
| 3Y | +211.7% | +66.9% | +144.8% | +104.6% |
| All | +211.9% | +54.1% | +157.7% | +117.3% |
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