+162.2%
ARM vs VO
+53.9%
+108.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.5% | -9.6% | -4.5% |
| 7D | -27.1% | -3.3% | -23.8% | -20.2% |
| 30D | -44.9% | -1.8% | -43.1% | -41.9% |
| 3M | -39.3% | -3.4% | -35.9% | -33.1% |
| 6M | -20.2% | +3.0% | -23.2% | -22.0% |
| YTD | +52.5% | +10.7% | +41.8% | +28.0% |
| 1Y | +4.1% | +11.8% | -7.7% | -14.9% |
| 3Y | +211.7% | +60.4% | +151.3% | +19.3% |
| All | +162.2% | +53.9% | +108.3% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling