+185.4%
ARM vs VO
+57.8%
+127.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.5% |
| 7D | -10.4% | -0.2% | -10.2% | -9.4% |
| 30D | -31.8% | +0.5% | -32.3% | -31.9% |
| 3M | -32.2% | -1.1% | -31.1% | -29.3% |
| 6M | -14.9% | +6.4% | -21.3% | -23.3% |
| YTD | +66.0% | +13.5% | +52.5% | +31.2% |
| 1Y | +17.2% | +13.6% | +3.6% | -7.7% |
| 3Y | +247.2% | +65.2% | +182.0% | +23.8% |
| All | +185.4% | +57.8% | +127.6% | +13.9% |
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