+193.0%
ARM vs VO
+57.9%
+135.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.7% | +4.0% | 0.0% |
| 7D | -5.3% | -0.1% | -5.2% | -4.4% |
| 30D | -30.0% | +0.5% | -30.5% | -30.2% |
| 3M | -34.1% | -1.0% | -33.0% | -31.3% |
| 6M | -12.6% | +6.4% | -19.1% | -21.3% |
| YTD | +70.4% | +13.6% | +56.8% | +34.5% |
| 1Y | +22.3% | +14.5% | +7.8% | -5.4% |
| 3Y | +261.2% | +67.2% | +194.0% | +25.6% |
| All | +193.0% | +57.9% | +135.1% | +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