+174.6%
ARM vs VO
+53.7%
+120.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.9% | +5.1% |
| 7D | -15.2% | -2.6% | -12.7% | -9.2% |
| 30D | -40.7% | -0.9% | -39.7% | -38.8% |
| 3M | -39.1% | -3.0% | -36.1% | -33.4% |
| 6M | -26.4% | +2.2% | -28.6% | -26.9% |
| YTD | +59.7% | +10.6% | +49.2% | +34.5% |
| 1Y | +10.3% | +12.5% | -2.2% | -11.0% |
| 3Y | +228.9% | +61.4% | +167.5% | +24.3% |
| All | +174.6% | +53.7% | +120.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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